+75.3%
EQNR vs WSM
+230.1%
-154.8%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.7% |
| 7D | +6.4% | -0.5% | +7.0% | +6.5% |
| 30D | +10.4% | -7.7% | +18.1% | +10.7% |
| 3M | +23.1% | +3.8% | +19.3% | +22.6% |
| 6M | +36.3% | +22.7% | +13.6% | +33.8% |
| YTD | +96.0% | +28.0% | +68.0% | +90.9% |
| 1Y | +94.2% | +12.7% | +81.5% | +91.8% |
| 3Y | +75.3% | +231.3% | -156.0% | +45.7% |
| All | +75.3% | +230.1% | -154.8% | +45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling