+1,188.5%
WDC vs EOG
+121.1%
+1,067.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -4.3% | +1.5% | -5.8% | -4.8% |
| 30D | -1.5% | +2.9% | -4.4% | -2.6% |
| 3M | -15.5% | +8.7% | -24.2% | -18.7% |
| 6M | +66.5% | +12.9% | +53.6% | +56.4% |
| YTD | +159.9% | +43.8% | +116.0% | +121.9% |
| 1Y | +366.0% | +27.1% | +338.9% | +314.9% |
| 3Y | +1,285.8% | +25.9% | +1,259.9% | +1,114.6% |
| 5Y | +925.6% | +177.9% | +747.6% | +522.9% |
| All | +1,188.5% | +121.1% | +1,067.5% | +644.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EOG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling