+135.9%
WMT vs EOG
+169.9%
-34.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | 0.0% | +1.5% | -1.5% | -0.1% |
| 30D | -7.4% | +2.9% | -10.4% | -7.7% |
| 3M | -10.9% | +8.7% | -19.6% | -11.6% |
| 6M | -12.7% | +12.9% | -25.6% | -13.8% |
| YTD | -3.2% | +43.8% | -47.0% | -6.5% |
| 1Y | +5.3% | +27.1% | -21.8% | +2.8% |
| 3Y | +101.9% | +25.9% | +76.0% | +95.7% |
| All | +135.9% | +169.9% | -34.0% | +121.1% |
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