+122.9%
WFC vs EQNR
+183.4%
-60.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | +0.4% | +6.4% | -6.1% | -0.3% |
| 30D | +1.5% | +10.4% | -8.8% | +0.5% |
| 3M | +10.2% | +23.1% | -12.9% | +7.5% |
| 6M | +18.8% | +36.3% | -17.5% | +13.5% |
| YTD | -1.5% | +96.0% | -97.5% | -11.1% |
| 1Y | +13.5% | +94.2% | -80.7% | +2.5% |
| 3Y | +135.0% | +75.3% | +59.7% | +114.0% |
| All | +122.9% | +183.4% | -60.5% | +80.9% |
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 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