+17.4%
WWD vs EQNR
+86.3%
-68.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.6% | -5.4% | -6.2% |
| 7D | -2.6% | -10.6% | +8.0% | -5.8% |
| 30D | -7.7% | -1.1% | -6.6% | -7.8% |
| 3M | -17.7% | +12.6% | -30.4% | -13.8% |
| 6M | -15.9% | +4.9% | -20.8% | -12.4% |
| YTD | +1.8% | +86.1% | -84.3% | +13.2% |
| 1Y | +17.4% | +87.5% | -70.1% | +31.4% |
| All | +17.4% | +86.3% | -68.9% | +31.4% |
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