+1,165.9%
WYNN vs EQNR
+2,076.2%
-910.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | -4.2% | +6.4% | -10.6% | -7.2% |
| 30D | -14.6% | +10.4% | -25.0% | -19.0% |
| 3M | -18.4% | +23.1% | -41.5% | -27.8% |
| 6M | -11.9% | +36.3% | -48.2% | -28.1% |
| YTD | -26.6% | +96.0% | -122.6% | -51.1% |
| 1Y | -28.5% | +94.2% | -122.8% | -52.5% |
| 3Y | -5.1% | +75.3% | -80.4% | -36.4% |
| 5Y | -10.5% | +187.2% | -197.7% | -58.0% |
| 10Y | +0.3% | +415.5% | -415.2% | -66.9% |
| All | +1,165.9% | +2,076.2% | -910.3% | +275.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling