-29.9%
SWK vs EQNR
+140.4%
-170.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | -1.4% | +2.3% | -3.7% | -1.5% |
| 30D | +25.5% | -5.2% | +30.6% | +25.6% |
| 3M | +11.8% | +7.0% | +4.8% | +10.8% |
| 6M | +48.7% | +14.4% | +34.2% | +46.1% |
| YTD | +57.2% | +87.9% | -30.7% | +38.8% |
| 1Y | +75.3% | +84.8% | -9.5% | +55.1% |
| 3Y | +51.9% | +62.7% | -10.7% | +35.1% |
| All | -29.9% | +140.4% | -170.2% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling