-24.8%
WYNN vs EQNR
+85.2%
-110.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | -0.2% |
| 7D | -3.9% | +1.7% | -5.6% | -3.6% |
| 30D | -9.3% | +11.5% | -20.7% | -7.7% |
| 3M | -11.4% | +12.9% | -24.3% | -9.4% |
| 6M | -11.0% | +36.0% | -46.9% | -9.0% |
| YTD | -23.4% | +84.1% | -107.5% | -22.5% |
| 1Y | -24.8% | +83.8% | -108.6% | -23.0% |
| All | -24.8% | +85.2% | -110.0% | -23.0% |
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