+111.5%
EQNR vs WETO
-99.4%
+210.9%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.7% | -0.7% |
| 7D | +6.4% | -4.3% | +10.8% | +6.5% |
| 30D | +10.4% | -39.9% | +50.3% | +9.7% |
| 3M | +23.1% | -97.9% | +121.0% | +20.8% |
| 6M | +36.3% | -95.0% | +131.3% | +32.5% |
| YTD | +96.0% | -97.2% | +193.1% | +89.9% |
| 1Y | +94.2% | -98.9% | +193.1% | +86.5% |
| All | +111.5% | -99.4% | +210.9% | +108.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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