+561.8%
GWW vs EQNR
+416.8%
+145.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | -3.4% | +6.4% | -9.8% | -4.7% |
| 30D | -1.9% | +10.4% | -12.3% | -4.0% |
| 3M | -2.4% | +23.1% | -25.5% | -7.1% |
| 6M | +15.7% | +36.3% | -20.6% | +6.1% |
| YTD | +27.6% | +96.0% | -68.4% | +6.7% |
| 1Y | +27.2% | +94.2% | -67.0% | +6.3% |
| 3Y | +89.7% | +75.3% | +14.4% | +59.2% |
| 5Y | +223.9% | +187.2% | +36.7% | +118.6% |
| All | +561.8% | +416.8% | +145.0% | +230.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling