+482.1%
WWD vs EQNR
+416.8%
+65.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.0% | +1.6% |
| 7D | -2.6% | +6.4% | -9.0% | -4.7% |
| 30D | -6.9% | +10.4% | -17.3% | -10.2% |
| 3M | -13.0% | +23.1% | -36.1% | -20.2% |
| 6M | -12.5% | +36.3% | -48.7% | -25.1% |
| YTD | +11.8% | +96.0% | -84.1% | -18.2% |
| 1Y | +41.1% | +94.2% | -53.2% | +3.0% |
| 3Y | +163.1% | +75.3% | +87.8% | +93.2% |
| 5Y | +187.6% | +187.2% | +0.4% | +45.5% |
| All | +482.1% | +416.8% | +65.3% | +92.2% |
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 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