-18.1%
WDAY vs EQNR
+93.1%
-111.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.3% |
| 7D | -5.2% | +6.4% | -11.6% | -4.8% |
| 30D | +5.9% | +10.4% | -4.4% | +6.5% |
| 3M | +42.3% | +23.1% | +19.2% | +42.1% |
| 6M | +34.7% | +36.3% | -1.6% | +39.0% |
| YTD | -13.5% | +96.0% | -109.5% | -6.5% |
| 1Y | -18.1% | +94.2% | -112.3% | -11.2% |
| All | -18.1% | +93.1% | -111.2% | -11.2% |
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