+770.8%
WULF vs EQNR
+2,025.8%
-1,255.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.8% |
| 7D | +1.4% | +6.4% | -5.0% | +0.8% |
| 30D | -2.6% | +10.4% | -13.0% | -3.6% |
| 3M | -34.0% | +23.1% | -57.1% | -35.5% |
| 6M | +10.0% | +36.3% | -26.3% | +5.3% |
| YTD | +45.7% | +96.0% | -50.3% | +33.7% |
| 1Y | +57.3% | +94.2% | -36.9% | +44.1% |
| 3Y | +878.9% | +75.3% | +803.7% | +803.9% |
| 5Y | -28.3% | +187.2% | -215.5% | -36.7% |
| 10Y | +82.7% | +415.5% | -332.8% | +54.1% |
| All | +770.8% | +2,025.8% | -1,255.0% | +875.2% |
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