+42.1%
WM vs EQNR
+74.0%
-31.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -3.1% | +5.7% | -8.9% | -3.5% |
| 30D | -5.3% | +11.3% | -16.6% | -6.0% |
| 3M | -4.2% | +21.5% | -25.7% | -5.7% |
| 6M | -8.1% | +41.8% | -49.9% | -10.3% |
| YTD | -1.4% | +97.3% | -98.8% | -5.6% |
| 1Y | +0.2% | +89.9% | -89.7% | -3.8% |
| All | +42.1% | +74.0% | -31.9% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling