+225.0%
EQH vs NWSA
+94.8%
+130.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +0.7% | -2.8% | +3.5% | +2.6% |
| 30D | +2.8% | +3.0% | -0.2% | +0.8% |
| 3M | +23.1% | +12.3% | +10.8% | +13.3% |
| 6M | +41.4% | +21.9% | +19.5% | +22.4% |
| YTD | +14.3% | +13.6% | +0.7% | +3.2% |
| 1Y | +1.6% | +0.5% | +1.1% | -0.6% |
| 3Y | +102.7% | +43.8% | +59.0% | +55.5% |
| 5Y | +104.5% | +41.2% | +63.4% | +53.2% |
| All | +225.0% | +94.8% | +130.2% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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