+75.3%
EQNR vs WTW
+61.9%
+13.4%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +6.4% | -5.7% | +12.2% | +6.5% |
| 30D | +10.4% | -7.3% | +17.6% | +10.5% |
| 3M | +23.1% | +21.5% | +1.6% | +22.1% |
| 6M | +36.3% | +9.6% | +26.7% | +35.3% |
| YTD | +96.0% | -3.3% | +99.3% | +95.8% |
| 1Y | +94.2% | -6.1% | +100.4% | +94.5% |
| 3Y | +75.3% | +61.8% | +13.4% | +72.8% |
| All | +75.3% | +61.9% | +13.4% | +72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling