+1,188.5%
WDC vs EQNR
+416.8%
+771.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.7% |
| 7D | -4.3% | +6.4% | -10.7% | -6.4% |
| 30D | -1.5% | +10.4% | -11.8% | -5.0% |
| 3M | -15.5% | +23.1% | -38.6% | -22.4% |
| 6M | +66.5% | +36.3% | +30.2% | +43.6% |
| YTD | +159.9% | +96.0% | +63.9% | +90.8% |
| 1Y | +366.0% | +94.2% | +271.7% | +240.7% |
| 3Y | +1,285.8% | +75.3% | +1,210.6% | +923.3% |
| 5Y | +925.6% | +187.2% | +738.3% | +439.1% |
| All | +1,188.5% | +416.8% | +771.7% | +398.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling