+11.4%
WBD vs EQNR
+416.8%
-405.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -0.7% | +6.4% | -7.2% | -2.7% |
| 30D | +1.4% | +10.4% | -8.9% | -1.8% |
| 3M | +4.4% | +23.1% | -18.7% | -2.9% |
| 6M | +0.8% | +36.3% | -35.5% | -10.6% |
| YTD | -2.7% | +96.0% | -98.7% | -24.2% |
| 1Y | +73.4% | +94.2% | -20.8% | +35.3% |
| 3Y | +142.1% | +75.3% | +66.9% | +91.9% |
| 5Y | +7.2% | +187.2% | -180.0% | -32.6% |
| All | +11.4% | +416.8% | -405.4% | -46.1% |
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