+8,627.7%
WFC vs EOG
+7,415.7%
+1,212.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +3.8% | +1.3% | +2.5% | +3.4% |
| 30D | +1.5% | +8.2% | -6.7% | -0.8% |
| 3M | +10.9% | +3.8% | +7.0% | +9.1% |
| 6M | +8.4% | +15.3% | -6.9% | +3.2% |
| YTD | -1.9% | +41.7% | -43.6% | -12.0% |
| 1Y | +12.3% | +23.6% | -11.2% | +4.4% |
| 3Y | +132.3% | +23.3% | +109.0% | +113.7% |
| 5Y | +130.1% | +170.4% | -40.3% | +65.6% |
| 10Y | +134.4% | +125.5% | +8.9% | +63.9% |
| All | +8,627.7% | +7,415.7% | +1,212.0% | +3,454.9% |
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