-40.4%
WU vs EQNR
+416.8%
-457.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -3.5% | +6.4% | -9.9% | -4.6% |
| 30D | -2.9% | +10.4% | -13.3% | -4.8% |
| 3M | -2.3% | +23.1% | -25.4% | -6.6% |
| 6M | -25.4% | +36.3% | -61.7% | -30.8% |
| YTD | -21.2% | +96.0% | -117.2% | -32.6% |
| 1Y | -8.9% | +94.2% | -103.1% | -22.1% |
| 3Y | -29.0% | +75.3% | -104.2% | -39.1% |
| 5Y | -50.7% | +187.2% | -238.0% | -64.2% |
| All | -40.4% | +416.8% | -457.2% | -64.8% |
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