+318.1%
EQNR vs NWSA
+121.1%
+197.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +6.4% | -2.8% | +9.2% | +7.5% |
| 30D | +10.4% | +3.0% | +7.3% | +9.0% |
| 3M | +23.1% | +12.3% | +10.8% | +17.4% |
| 6M | +36.3% | +21.9% | +14.4% | +25.3% |
| YTD | +96.0% | +13.6% | +82.4% | +84.1% |
| 1Y | +94.2% | +0.5% | +93.7% | +90.5% |
| 3Y | +75.3% | +43.8% | +31.5% | +45.8% |
| 5Y | +187.2% | +41.2% | +146.0% | +130.3% |
| 10Y | +415.5% | +148.6% | +266.9% | +189.5% |
| All | +318.1% | +121.1% | +197.1% | +142.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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