+201.1%
WELL vs EQNR
+183.4%
+17.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | 0.0% |
| 7D | -0.2% | +6.4% | -6.7% | -0.7% |
| 30D | +2.3% | +10.4% | -8.0% | +1.5% |
| 3M | +12.3% | +23.1% | -10.8% | +10.2% |
| 6M | +15.6% | +36.3% | -20.7% | +11.9% |
| YTD | +28.3% | +96.0% | -67.7% | +19.5% |
| 1Y | +41.9% | +94.2% | -52.3% | +32.2% |
| 3Y | +198.3% | +75.3% | +123.1% | +178.6% |
| All | +201.1% | +183.4% | +17.7% | +165.2% |
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 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