+428.1%
WMT vs EQNR
+416.8%
+11.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | 0.0% | +6.4% | -6.4% | -0.5% |
| 30D | -7.4% | +10.4% | -17.8% | -8.2% |
| 3M | -10.9% | +23.1% | -34.0% | -12.5% |
| 6M | -12.7% | +36.3% | -49.0% | -15.3% |
| YTD | -3.2% | +96.0% | -99.2% | -9.2% |
| 1Y | +5.3% | +94.2% | -89.0% | -1.2% |
| 3Y | +101.9% | +75.3% | +26.6% | +89.8% |
| 5Y | +134.6% | +187.2% | -52.7% | +105.0% |
| All | +428.1% | +416.8% | +11.2% | +325.8% |
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