+182.0%
EQNR vs WCC
+224.0%
-42.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -0.9% |
| 7D | +6.4% | +1.5% | +4.9% | +6.3% |
| 30D | +10.4% | -2.1% | +12.5% | +10.5% |
| 3M | +23.1% | +3.8% | +19.3% | +22.5% |
| 6M | +36.3% | +35.0% | +1.3% | +31.6% |
| YTD | +96.0% | +46.4% | +49.6% | +87.1% |
| 1Y | +94.2% | +63.0% | +31.2% | +82.4% |
| 3Y | +75.3% | +133.9% | -58.7% | +52.1% |
| All | +182.0% | +224.0% | -42.0% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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