-20.7%
WST vs EQNR
+183.4%
-204.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.6% |
| 7D | +1.8% | +6.4% | -4.6% | +1.4% |
| 30D | -1.7% | +10.4% | -12.1% | -2.4% |
| 3M | +4.9% | +23.1% | -18.2% | +3.2% |
| 6M | +45.5% | +36.3% | +9.2% | +41.2% |
| YTD | +26.1% | +96.0% | -69.8% | +17.9% |
| 1Y | +31.7% | +94.2% | -62.5% | +23.2% |
| 3Y | -12.1% | +75.3% | -87.3% | -17.7% |
| All | -20.7% | +183.4% | -204.0% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling