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  • WDC vs EQNR✓SelectedUSD · EQNRWDC vs EQNR performance historyLatest closeAs of-2.98%09/11
Stock and ETF performance explorer

WDC vs EQNR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+23,789.0%
EQNR return
+2,025.8%
Excess return
+21,763.2%
Maximum drawdown
-75.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioEQNRExcessAlpha
1D-3.0%-0.7%-2.3%-2.7%
7D-4.3%+6.4%-10.7%-6.6%
30D-1.5%+10.4%-11.8%-5.4%
3M-15.5%+23.1%-38.6%-23.4%
6M+66.5%+36.3%+30.2%+41.7%
YTD+159.9%+96.0%+63.9%+87.8%
1Y+366.0%+94.2%+271.7%+235.4%
3Y+1,285.8%+75.3%+1,210.6%+906.3%
5Y+925.6%+187.2%+738.3%+463.1%
10Y+1,206.5%+415.5%+791.1%+426.6%
All+23,789.0%+2,025.8%+21,763.2%+6,376.6%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling