+85.2%
SWK vs EQNR
+89.2%
-4.0%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -6.2% | +19.3% | +10.9% |
| 7D | +17.9% | -10.2% | +28.1% | +14.2% |
| 30D | +31.9% | +1.1% | +30.9% | +32.7% |
| 3M | +16.6% | +10.3% | +6.2% | +21.4% |
| 6M | +61.1% | +5.7% | +55.5% | +69.1% |
| YTD | +64.2% | +87.2% | -23.0% | +75.6% |
| 1Y | +85.2% | +87.4% | -2.2% | +99.0% |
| All | +85.2% | +89.2% | -4.0% | +99.0% |
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