-3.2%
SWK vs EQNR
+420.4%
-423.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | -6.7% | +5.7% | -12.5% | -8.5% |
| 30D | -13.5% | +11.3% | -24.7% | -16.6% |
| 3M | +16.2% | +21.5% | -5.3% | +7.4% |
| 6M | +22.7% | +41.8% | -19.1% | +4.3% |
| YTD | +23.8% | +97.3% | -73.5% | -8.4% |
| 1Y | +20.9% | +89.9% | -69.0% | -9.6% |
| 3Y | +10.6% | +76.9% | -66.2% | -17.4% |
| 5Y | -42.5% | +189.2% | -231.7% | -69.3% |
| All | -3.2% | +420.4% | -423.5% | -63.7% |
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