+166.1%
WAT vs EQNR
+416.8%
-250.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.8% |
| 7D | -0.3% | +6.4% | -6.7% | -1.4% |
| 30D | -1.9% | +10.4% | -12.2% | -3.7% |
| 3M | +13.5% | +23.1% | -9.6% | +8.9% |
| 6M | +37.2% | +36.3% | +0.9% | +27.7% |
| YTD | +7.5% | +96.0% | -88.5% | -7.9% |
| 1Y | +35.0% | +94.2% | -59.2% | +15.6% |
| 3Y | +55.1% | +75.3% | -20.2% | +33.8% |
| 5Y | -2.8% | +187.2% | -190.0% | -28.7% |
| All | +166.1% | +416.8% | -250.7% | +64.3% |
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