-6.6%
WY vs EQNR
+85.2%
-91.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +0.7% |
| 7D | -1.7% | +1.7% | -3.4% | -1.5% |
| 30D | -10.1% | +11.5% | -21.6% | -8.9% |
| 3M | -5.1% | +12.9% | -18.0% | -3.5% |
| 6M | -4.8% | +36.0% | -40.7% | -3.8% |
| YTD | -0.2% | +84.1% | -84.4% | -1.8% |
| 1Y | -6.6% | +83.8% | -90.4% | -8.1% |
| All | -6.6% | +85.2% | -91.8% | -8.1% |
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