+38.7%
WEC vs EQNR
+72.8%
-34.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -0.6% | +6.4% | -7.0% | -0.9% |
| 30D | -2.6% | +10.4% | -13.0% | -3.1% |
| 3M | -6.0% | +23.1% | -29.1% | -7.1% |
| 6M | -5.4% | +36.3% | -41.7% | -7.3% |
| YTD | +2.5% | +96.0% | -93.5% | -2.3% |
| 1Y | -0.7% | +94.2% | -94.9% | -5.3% |
| 3Y | +38.7% | +75.3% | -36.5% | +31.8% |
| All | +38.7% | +72.8% | -34.1% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling