-20.4%
WULF vs EQNR
+84.5%
-104.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -1.3% | +14.1% | +12.3% |
| 7D | -3.1% | -13.9% | +10.8% | -8.4% |
| 30D | -21.0% | +0.9% | -22.0% | -20.0% |
| 3M | -35.5% | +7.4% | -42.9% | -32.8% |
| 6M | -55.8% | +12.6% | -68.5% | -52.2% |
| YTD | -1.0% | +83.7% | -84.7% | -7.5% |
| 1Y | -20.4% | +83.3% | -103.7% | -24.0% |
| All | -20.4% | +84.5% | -104.9% | -24.0% |
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