+83.3%
EQNR vs WTW
+3.6%
+79.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.4% |
| 7D | -13.9% | +1.4% | -15.2% | -13.8% |
| 30D | +0.9% | +13.1% | -12.2% | +1.2% |
| 3M | +7.4% | -3.0% | +10.4% | +7.1% |
| 6M | +12.6% | +31.2% | -18.6% | +12.5% |
| YTD | +83.7% | +1.1% | +82.6% | +83.8% |
| 1Y | +83.3% | +3.4% | +79.9% | +83.9% |
| All | +83.3% | +3.6% | +79.7% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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