+1,238.8%
WM vs EQNR
+2,046.2%
-807.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.9% | -1.4% |
| 7D | -1.2% | +3.8% | -5.0% | -1.9% |
| 30D | -4.5% | +11.4% | -15.9% | -6.5% |
| 3M | -2.2% | +24.8% | -27.0% | -6.5% |
| 6M | -11.5% | +42.3% | -53.7% | -17.9% |
| YTD | -0.7% | +97.9% | -98.5% | -13.7% |
| 1Y | +0.3% | +95.9% | -95.6% | -12.9% |
| 3Y | +44.2% | +77.3% | -33.1% | +25.4% |
| 5Y | +51.6% | +195.3% | -143.7% | +15.0% |
| 10Y | +310.4% | +420.4% | -110.0% | +160.4% |
| All | +1,238.8% | +2,046.2% | -807.4% | +697.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling