+843.5%
WAT vs EQNR
+2,040.5%
-1,197.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -2.9% | +5.7% | -8.6% | -4.2% |
| 30D | -3.2% | +11.3% | -14.5% | -5.9% |
| 3M | +10.6% | +21.5% | -10.9% | +4.6% |
| 6M | +34.0% | +41.8% | -7.8% | +20.4% |
| YTD | +5.7% | +97.3% | -91.6% | -13.5% |
| 1Y | +37.1% | +89.9% | -52.9% | +12.8% |
| 3Y | +52.4% | +76.9% | -24.5% | +25.4% |
| 5Y | -4.4% | +189.2% | -193.6% | -34.1% |
| 10Y | +165.8% | +419.0% | -253.3% | +44.4% |
| All | +843.5% | +2,040.5% | -1,197.1% | +210.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling