+2.7%
WFC vs EQNR
+87.4%
-84.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.2% | +8.4% | +1.8% |
| 7D | +4.5% | -10.2% | +14.7% | +3.7% |
| 30D | +7.4% | +1.1% | +6.3% | +7.3% |
| 3M | -0.5% | +10.3% | -10.8% | +0.2% |
| 6M | +11.7% | +5.7% | +6.0% | +12.6% |
| YTD | -4.6% | +87.2% | -91.9% | -5.4% |
| All | +2.7% | +87.4% | -84.7% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling