+916.1%
WDC vs EQNR
+183.4%
+732.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.9% |
| 7D | -4.3% | +6.4% | -10.7% | -5.0% |
| 30D | -1.5% | +10.4% | -11.8% | -2.7% |
| 3M | -15.5% | +23.1% | -38.6% | -17.7% |
| 6M | +66.5% | +36.3% | +30.2% | +57.0% |
| YTD | +159.9% | +96.0% | +63.9% | +126.4% |
| 1Y | +366.0% | +94.2% | +271.7% | +305.1% |
| 3Y | +1,285.8% | +75.3% | +1,210.6% | +1,116.3% |
| All | +916.1% | +183.4% | +732.7% | +651.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling