+83.8%
EQNR vs WSM
+19.9%
+63.9%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -0.7% |
| 7D | +1.7% | -3.3% | +5.0% | +0.8% |
| 30D | +11.5% | -8.4% | +19.8% | +8.7% |
| 3M | +12.9% | +9.7% | +3.2% | +16.3% |
| 6M | +36.0% | +16.7% | +19.3% | +45.2% |
| YTD | +84.1% | +28.7% | +55.4% | +95.0% |
| 1Y | +83.8% | +13.7% | +70.1% | +96.2% |
| All | +83.8% | +19.9% | +63.9% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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