+87.4%
EQNR vs WOLF
-3.0%
+90.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.7% | -7.9% | -6.1% |
| 7D | -10.2% | -14.5% | +4.3% | -11.1% |
| 30D | +1.1% | -32.0% | +33.1% | -1.2% |
| 3M | +10.3% | -15.8% | +26.1% | +10.1% |
| 6M | +5.7% | -36.6% | +42.2% | +6.6% |
| YTD | +87.2% | +30.9% | +56.3% | +94.5% |
| 1Y | +87.4% | +4.1% | +83.3% | +92.5% |
| All | +87.4% | -3.0% | +90.4% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 1y: compounded portfolio wealth divided by compounded WOLF 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…
1y analysis · Full analysis span regression · 6 months rolling