-11.7%
BBWI vs EQH
+230.1%
-241.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.4% | -2.2% |
| 7D | -8.0% | -1.8% | -6.3% | -6.9% |
| 30D | -6.6% | +2.4% | -9.1% | -8.3% |
| 3M | -2.7% | +26.3% | -29.0% | -18.5% |
| 6M | -12.8% | +35.8% | -48.6% | -31.8% |
| YTD | -10.5% | +12.7% | -23.1% | -20.0% |
| 1Y | -35.3% | +2.5% | -37.8% | -38.6% |
| 3Y | -47.7% | +98.6% | -146.4% | -70.5% |
| 5Y | -68.9% | +101.7% | -170.6% | -83.2% |
| All | -11.7% | +230.1% | -241.8% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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