+182.0%
EQNR vs WTW
+42.0%
+140.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +6.4% | -5.7% | +12.2% | +7.1% |
| 30D | +10.4% | -7.3% | +17.6% | +11.2% |
| 3M | +23.1% | +21.5% | +1.6% | +19.6% |
| 6M | +36.3% | +9.6% | +26.7% | +33.9% |
| YTD | +96.0% | -3.3% | +99.3% | +95.9% |
| 1Y | +94.2% | -6.1% | +100.4% | +95.2% |
| 3Y | +75.3% | +61.8% | +13.4% | +54.6% |
| All | +182.0% | +42.0% | +140.0% | +154.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling