+222.3%
WAB vs EQNR
+183.4%
+39.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.1% |
| 7D | +0.1% | +6.4% | -6.3% | -0.6% |
| 30D | -4.1% | +10.4% | -14.4% | -5.2% |
| 3M | +8.2% | +23.1% | -14.9% | +5.3% |
| 6M | +15.4% | +36.3% | -20.9% | +9.4% |
| YTD | +33.1% | +96.0% | -62.8% | +18.1% |
| 1Y | +48.1% | +94.2% | -46.2% | +31.3% |
| 3Y | +167.7% | +75.3% | +92.5% | +138.9% |
| All | +222.3% | +183.4% | +39.0% | +154.2% |
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