-56.2%
BBWI vs EQNR
+416.8%
-473.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.7% | +7.1% | +6.6% |
| 7D | -4.8% | +6.4% | -11.3% | -6.9% |
| 30D | +3.5% | +10.4% | -6.9% | 0.0% |
| 3M | -0.3% | +23.1% | -23.4% | -8.4% |
| 6M | -5.4% | +36.3% | -41.7% | -18.4% |
| YTD | -4.7% | +96.0% | -100.7% | -29.9% |
| 1Y | -30.5% | +94.2% | -124.7% | -48.8% |
| 3Y | -44.3% | +75.3% | -119.6% | -58.6% |
| 5Y | -66.9% | +187.2% | -254.1% | -82.4% |
| All | -56.2% | +416.8% | -473.0% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 EQNR 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