+17,845.4%
WDC vs EOG
+7,415.7%
+10,429.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.5% | +6.4% | +6.0% |
| 7D | +1.7% | +1.3% | +0.5% | +1.3% |
| 30D | -10.0% | +8.2% | -18.1% | -12.2% |
| 3M | -18.8% | +3.8% | -22.6% | -20.3% |
| 6M | +79.0% | +15.3% | +63.7% | +69.0% |
| YTD | +171.6% | +41.7% | +129.8% | +140.3% |
| 1Y | +417.4% | +23.6% | +393.8% | +375.0% |
| 3Y | +1,251.8% | +23.3% | +1,228.5% | +1,126.0% |
| 5Y | +911.7% | +170.4% | +741.3% | +603.5% |
| 10Y | +1,399.6% | +125.5% | +1,274.1% | +911.7% |
| All | +17,845.4% | +7,415.7% | +10,429.7% | +5,764.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling