+409.3%
EQNR vs BWA
+156.8%
+252.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.1% | -1.1% |
| 7D | +6.4% | -1.3% | +7.8% | +6.8% |
| 30D | +10.4% | -2.9% | +13.3% | +11.1% |
| 3M | +23.1% | -10.7% | +33.8% | +26.8% |
| 6M | +36.3% | +26.5% | +9.8% | +22.9% |
| YTD | +96.0% | +49.1% | +46.9% | +63.6% |
| 1Y | +94.2% | +52.1% | +42.2% | +60.1% |
| 3Y | +75.3% | +72.6% | +2.7% | +32.7% |
| 5Y | +187.2% | +89.4% | +97.8% | +99.1% |
| All | +409.3% | +156.8% | +252.5% | +173.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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