+409.3%
EQNR vs WCN
+235.9%
+173.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +6.4% | -3.1% | +9.6% | +7.8% |
| 30D | +10.4% | -3.4% | +13.7% | +11.9% |
| 3M | +23.1% | +3.0% | +20.1% | +21.2% |
| 6M | +36.3% | -3.8% | +40.0% | +37.8% |
| YTD | +96.0% | -8.3% | +104.3% | +101.7% |
| 1Y | +94.2% | -9.7% | +104.0% | +100.7% |
| 3Y | +75.3% | +17.2% | +58.1% | +57.2% |
| 5Y | +187.2% | +25.3% | +161.9% | +143.4% |
| All | +409.3% | +235.9% | +173.4% | +183.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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