+217.4%
EQH vs BWA
+68.0%
+149.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +1.0% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | -1.1% | -5.6% | +4.5% | +1.8% |
| 3M | +25.0% | -10.7% | +35.7% | +32.3% |
| 6M | +33.9% | +23.2% | +10.7% | +14.8% |
| YTD | +11.6% | +46.0% | -34.4% | -17.4% |
| 1Y | +1.5% | +51.2% | -49.6% | -27.1% |
| 3Y | +96.7% | +69.6% | +27.1% | +25.1% |
| 5Y | +93.9% | +86.6% | +7.3% | +11.7% |
| All | +217.4% | +68.0% | +149.4% | +55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling