+8,900.5%
WMT vs EOG
+7,509.9%
+1,390.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | -0.2% | -1.3% | +1.1% | -0.1% |
| 30D | -5.8% | +3.4% | -9.2% | -6.1% |
| 3M | -10.8% | +7.8% | -18.6% | -11.5% |
| 6M | -14.3% | +13.4% | -27.7% | -15.5% |
| YTD | -4.4% | +43.5% | -47.9% | -7.6% |
| 1Y | +4.3% | +29.7% | -25.3% | +1.6% |
| 3Y | +100.1% | +23.2% | +76.9% | +94.7% |
| 5Y | +130.8% | +176.4% | -45.6% | +107.0% |
| 10Y | +433.7% | +119.1% | +314.6% | +368.5% |
| All | +8,900.5% | +7,509.9% | +1,390.7% | +5,225.2% |
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