+302.8%
WM vs EQNR
+416.8%
-114.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -2.1% | +6.4% | -8.5% | -3.0% |
| 30D | -5.3% | +10.4% | -15.6% | -6.7% |
| 3M | -2.0% | +23.1% | -25.1% | -5.2% |
| 6M | -8.6% | +36.3% | -44.9% | -13.2% |
| YTD | -1.6% | +96.0% | -97.6% | -11.7% |
| 1Y | -1.2% | +94.2% | -95.4% | -11.3% |
| 3Y | +41.9% | +75.3% | -33.4% | +27.8% |
| 5Y | +49.6% | +187.2% | -137.7% | +18.4% |
| All | +302.8% | +416.8% | -114.0% | +169.0% |
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