+4.7%
WY vs EQNR
+416.8%
-412.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | -4.2% | +6.4% | -10.6% | -6.2% |
| 30D | -10.1% | +10.4% | -20.4% | -13.2% |
| 3M | -8.5% | +23.1% | -31.6% | -15.7% |
| 6M | -3.3% | +36.3% | -39.6% | -16.1% |
| YTD | -4.4% | +96.0% | -100.4% | -28.7% |
| 1Y | -11.5% | +94.2% | -105.7% | -34.1% |
| 3Y | -24.3% | +75.3% | -99.6% | -43.3% |
| 5Y | -21.3% | +187.2% | -208.5% | -58.0% |
| All | +4.7% | +416.8% | -412.1% | -64.9% |
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