+52.1%
GWW vs EQNR
+86.3%
-34.2%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -1.9% | -2.6% |
| 7D | +5.8% | -10.6% | +16.4% | +4.9% |
| 30D | +13.8% | -1.1% | +14.9% | +13.6% |
| 3M | +13.2% | +12.6% | +0.5% | +14.3% |
| 6M | +28.4% | +4.9% | +23.5% | +29.7% |
| YTD | +44.7% | +86.1% | -41.4% | +38.3% |
| 1Y | +52.1% | +87.5% | -35.5% | +45.9% |
| All | +52.1% | +86.3% | -34.2% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 EQNR 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