+67.5%
WDC vs EQNR
+86.3%
-18.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -0.6% | -16.7% | -17.5% |
| 7D | -32.3% | -10.6% | -21.7% | -34.4% |
| 30D | -34.9% | -1.1% | -33.8% | -34.6% |
| 3M | -48.4% | +12.6% | -61.1% | -45.9% |
| 6M | -42.4% | +4.9% | -47.4% | -40.1% |
| YTD | +55.5% | +86.1% | -30.6% | +99.4% |
| 1Y | +67.5% | +87.5% | -20.0% | +118.2% |
| All | +67.5% | +86.3% | -18.8% | +118.2% |
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