+0.3%
WY vs EQNR
+87.4%
-87.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -6.2% | +11.8% | +4.7% |
| 7D | +13.3% | -10.2% | +23.5% | +11.8% |
| 30D | +17.6% | +1.1% | +16.6% | +17.6% |
| 3M | -15.0% | +10.3% | -25.3% | -13.8% |
| 6M | -5.9% | +5.7% | -11.6% | -4.6% |
| YTD | -5.7% | +87.2% | -93.0% | -7.8% |
| All | +0.3% | +87.4% | -87.1% | -2.2% |
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 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