-42.5%
SWK vs EQNR
+188.3%
-230.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.7% |
| 7D | -6.7% | +5.7% | -12.5% | -7.1% |
| 30D | -13.5% | +11.3% | -24.7% | -14.2% |
| 3M | +16.2% | +21.5% | -5.3% | +14.2% |
| 6M | +22.7% | +41.8% | -19.1% | +16.1% |
| YTD | +23.8% | +97.3% | -73.5% | +9.9% |
| 1Y | +20.9% | +89.9% | -69.0% | +7.9% |
| 3Y | +10.6% | +76.9% | -66.2% | -1.8% |
| 5Y | -42.5% | +189.2% | -231.7% | -51.0% |
| All | -42.5% | +188.3% | -230.8% | -51.0% |
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 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