-15.3%
WDAY vs EQNR
+85.2%
-100.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.0% | -5.4% |
| 7D | -4.4% | +1.7% | -6.1% | -4.3% |
| 30D | +14.7% | +11.5% | +3.3% | +15.1% |
| 3M | +32.4% | +12.9% | +19.5% | +31.9% |
| 6M | +36.9% | +36.0% | +0.9% | +42.2% |
| YTD | -8.8% | +84.1% | -93.0% | -1.4% |
| 1Y | -15.3% | +83.8% | -99.1% | -8.5% |
| All | -15.3% | +85.2% | -100.5% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling