+225.0%
EQH vs BWA
+71.6%
+153.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.6% |
| 7D | +0.7% | -1.3% | +2.0% | +1.5% |
| 30D | +2.8% | -2.9% | +5.8% | +4.3% |
| 3M | +23.1% | -10.7% | +33.8% | +30.4% |
| 6M | +41.4% | +26.5% | +14.9% | +19.4% |
| YTD | +14.3% | +49.1% | -34.8% | -16.4% |
| 1Y | +1.6% | +52.1% | -50.5% | -27.2% |
| 3Y | +102.7% | +72.6% | +30.1% | +27.7% |
| 5Y | +104.5% | +89.4% | +15.1% | +17.0% |
| All | +225.0% | +71.6% | +153.4% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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