+6,951.1%
WST vs EQNR
+2,040.5%
+4,910.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.4% | +2.2% |
| 7D | +0.4% | +5.7% | -5.3% | -0.6% |
| 30D | -2.0% | +11.3% | -13.3% | -4.0% |
| 3M | +4.1% | +21.5% | -17.4% | 0.0% |
| 6M | +47.4% | +41.8% | +5.6% | +36.5% |
| YTD | +25.4% | +97.3% | -71.9% | +8.7% |
| 1Y | +35.3% | +89.9% | -54.6% | +18.0% |
| 3Y | -11.7% | +76.9% | -88.5% | -23.2% |
| 5Y | -24.0% | +189.2% | -213.2% | -41.8% |
| 10Y | +345.2% | +419.0% | -73.8% | +182.9% |
| All | +6,951.1% | +2,040.5% | +4,910.6% | +3,034.2% |
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