+128.3%
WFC vs EOG
+179.2%
-50.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.7% |
| 7D | +0.4% | -1.3% | +1.8% | +0.8% |
| 30D | +2.5% | +3.4% | -0.9% | +1.6% |
| 3M | +10.0% | +7.8% | +2.1% | +7.4% |
| 6M | +15.1% | +13.4% | +1.7% | +10.2% |
| YTD | -2.2% | +43.5% | -45.7% | -12.8% |
| 1Y | +13.5% | +29.7% | -16.2% | +4.1% |
| 3Y | +135.2% | +23.2% | +112.0% | +116.1% |
| 5Y | +128.3% | +176.4% | -48.1% | +55.6% |
| All | +128.3% | +179.2% | -50.9% | +55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling