+167.7%
WAB vs EQNR
+72.8%
+94.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.1% |
| 7D | +0.1% | +6.4% | -6.3% | -0.2% |
| 30D | -4.1% | +10.4% | -14.4% | -4.6% |
| 3M | +8.2% | +23.1% | -14.9% | +6.7% |
| 6M | +15.4% | +36.3% | -20.9% | +11.1% |
| YTD | +33.1% | +96.0% | -62.8% | +20.6% |
| 1Y | +48.1% | +94.2% | -46.2% | +34.0% |
| 3Y | +167.7% | +75.3% | +92.5% | +142.7% |
| All | +167.7% | +72.8% | +94.9% | +142.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling