+225.0%
EQH vs WCC
+510.3%
-285.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.3% | -0.5% |
| 7D | +0.7% | +1.5% | -0.8% | -0.2% |
| 30D | +2.8% | -2.1% | +5.0% | +3.3% |
| 3M | +23.1% | +3.8% | +19.3% | +18.4% |
| 6M | +41.4% | +35.0% | +6.4% | +16.4% |
| YTD | +14.3% | +46.4% | -32.1% | -10.5% |
| 1Y | +1.6% | +63.0% | -61.4% | -25.9% |
| 3Y | +102.7% | +133.9% | -31.2% | +11.4% |
| 5Y | +104.5% | +226.5% | -122.0% | -14.8% |
| All | +225.0% | +510.3% | -285.3% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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