+417.4%
WDC vs EQNR
+85.2%
+332.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.3% | +7.2% | +5.5% |
| 7D | +1.7% | +1.7% | +0.1% | +2.3% |
| 30D | -10.0% | +11.5% | -21.4% | -7.0% |
| 3M | -18.8% | +12.9% | -31.6% | -14.4% |
| 6M | +79.0% | +36.0% | +43.1% | +97.2% |
| YTD | +171.6% | +84.1% | +87.4% | +224.8% |
| 1Y | +417.4% | +83.8% | +333.6% | +527.7% |
| All | +417.4% | +85.2% | +332.2% | +527.7% |
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