-26.4%
WDAY vs EQNR
+72.8%
-99.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.3% |
| 7D | -5.2% | +6.4% | -11.6% | -5.1% |
| 30D | +5.9% | +10.4% | -4.4% | +6.0% |
| 3M | +42.3% | +23.1% | +19.2% | +41.8% |
| 6M | +34.7% | +36.3% | -1.6% | +35.3% |
| YTD | -13.5% | +96.0% | -109.5% | -13.0% |
| 1Y | -18.1% | +94.2% | -112.3% | -17.5% |
| 3Y | -26.4% | +75.3% | -101.6% | -26.5% |
| All | -26.4% | +72.8% | -99.2% | -26.5% |
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 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