+2.5%
WFC vs EOG
+45.9%
-43.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.2% | +7.4% | +1.7% |
| 7D | +4.5% | -8.6% | +13.1% | +3.6% |
| 30D | +7.4% | +2.8% | +4.6% | +7.4% |
| 3M | -0.5% | +3.2% | -3.7% | -0.3% |
| 6M | +11.7% | +5.3% | +6.4% | +12.3% |
| YTD | -4.6% | +44.5% | -49.1% | -4.9% |
| 1Y | +2.5% | +44.2% | -41.6% | +1.8% |
| All | +2.5% | +45.9% | -43.4% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling