+145.0%
WFC vs EQNR
+416.8%
-271.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.2% |
| 7D | +0.4% | +6.4% | -6.1% | -1.8% |
| 30D | +1.5% | +10.4% | -8.8% | -2.0% |
| 3M | +10.2% | +23.1% | -12.9% | +1.6% |
| 6M | +18.8% | +36.3% | -17.5% | +3.7% |
| YTD | -1.5% | +96.0% | -97.5% | -25.7% |
| 1Y | +13.5% | +94.2% | -80.7% | -14.4% |
| 3Y | +135.0% | +75.3% | +59.7% | +77.7% |
| 5Y | +130.1% | +187.2% | -57.2% | +24.4% |
| All | +145.0% | +416.8% | -271.8% | -5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling