+55.1%
WAT vs EQNR
+72.8%
-17.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.7% |
| 7D | -0.3% | +6.4% | -6.7% | -0.4% |
| 30D | -1.9% | +10.4% | -12.2% | -2.2% |
| 3M | +13.5% | +23.1% | -9.6% | +12.8% |
| 6M | +37.2% | +36.3% | +0.9% | +33.9% |
| YTD | +7.5% | +96.0% | -88.5% | -0.9% |
| 1Y | +35.0% | +94.2% | -59.2% | +24.3% |
| 3Y | +55.1% | +75.3% | -20.2% | +38.8% |
| All | +55.1% | +72.8% | -17.7% | +38.8% |
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