+566.3%
WMB vs EQNR
+2,040.5%
-1,474.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -2.9% |
| 7D | -1.7% | +5.7% | -7.4% | -5.1% |
| 30D | +0.7% | +11.3% | -10.6% | -6.1% |
| 3M | +1.5% | +21.5% | -20.0% | -11.7% |
| 6M | +0.1% | +41.8% | -41.8% | -22.9% |
| YTD | +22.9% | +97.3% | -74.4% | -24.2% |
| 1Y | +27.9% | +89.9% | -62.1% | -19.9% |
| 3Y | +139.1% | +76.9% | +62.3% | +47.7% |
| 5Y | +270.9% | +189.2% | +81.7% | +50.8% |
| 10Y | +300.4% | +419.0% | -118.7% | -2.4% |
| All | +566.3% | +2,040.5% | -1,474.2% | -52.9% |
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 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