+2,028.7%
EQNR vs WTW
+1,066.7%
+962.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +6.4% | -5.7% | +12.2% | +8.5% |
| 30D | +10.4% | -7.3% | +17.6% | +13.1% |
| 3M | +23.1% | +21.5% | +1.6% | +13.9% |
| 6M | +36.3% | +9.6% | +26.7% | +29.9% |
| YTD | +96.0% | -3.3% | +99.3% | +94.2% |
| 1Y | +94.2% | -6.1% | +100.4% | +94.3% |
| 3Y | +75.3% | +61.8% | +13.4% | +39.2% |
| 5Y | +187.2% | +42.7% | +144.5% | +135.5% |
| 10Y | +415.5% | +197.2% | +218.2% | +212.2% |
| All | +2,028.7% | +1,066.7% | +962.0% | +820.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling