+142.7%
WFC vs EOG
+121.2%
+21.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.4% |
| 7D | +0.3% | +1.0% | -0.7% | -0.1% |
| 30D | +2.3% | +2.8% | -0.5% | +1.2% |
| 3M | +9.8% | +5.9% | +3.9% | +6.7% |
| 6M | +15.6% | +17.1% | -1.5% | +7.5% |
| YTD | -2.4% | +43.9% | -46.4% | -16.4% |
| 1Y | +13.8% | +26.9% | -13.1% | +2.0% |
| 3Y | +134.6% | +23.6% | +111.1% | +108.8% |
| 5Y | +127.9% | +178.1% | -50.2% | +38.6% |
| All | +142.7% | +121.2% | +21.5% | +31.8% |
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 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