+86.1%
WULF vs EQNR
+85.2%
+0.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.1% | +1.2% |
| 7D | +7.6% | +1.7% | +5.9% | +8.4% |
| 30D | -8.6% | +11.5% | -20.1% | -4.2% |
| 3M | -37.0% | +12.9% | -49.8% | -32.2% |
| 6M | +7.4% | +36.0% | -28.5% | +16.1% |
| YTD | +43.7% | +84.1% | -40.4% | +58.8% |
| 1Y | +86.1% | +83.8% | +2.4% | +107.7% |
| All | +86.1% | +85.2% | +0.9% | +107.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling