+220.5%
EQH vs NWSA
+94.4%
+126.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.5% |
| 7D | -1.8% | -4.8% | +3.0% | +1.4% |
| 30D | +2.4% | +3.0% | -0.5% | +0.4% |
| 3M | +26.3% | +9.3% | +17.0% | +18.3% |
| 6M | +35.8% | +23.2% | +12.6% | +16.7% |
| YTD | +12.7% | +13.3% | -0.7% | +1.9% |
| 1Y | +2.5% | +2.9% | -0.4% | -1.4% |
| 3Y | +98.6% | +43.3% | +55.3% | +52.7% |
| 5Y | +101.7% | +40.9% | +60.8% | +51.3% |
| All | +220.5% | +94.4% | +126.1% | +42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling