-5.1%
WYNN vs EQNR
+72.8%
-77.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | -4.2% | +6.4% | -10.6% | -4.6% |
| 30D | -14.6% | +10.4% | -25.0% | -15.2% |
| 3M | -18.4% | +23.1% | -41.5% | -19.7% |
| 6M | -11.9% | +36.3% | -48.2% | -16.1% |
| YTD | -26.6% | +96.0% | -122.6% | -35.7% |
| 1Y | -28.5% | +94.2% | -122.8% | -37.5% |
| 3Y | -5.1% | +75.3% | -80.4% | -18.5% |
| All | -5.1% | +72.8% | -77.9% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling