+225.0%
EQH vs WCN
+123.4%
+101.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +0.7% | -3.1% | +3.8% | +2.6% |
| 30D | +2.8% | -3.4% | +6.2% | +4.9% |
| 3M | +23.1% | +3.0% | +20.1% | +20.0% |
| 6M | +41.4% | -3.8% | +45.1% | +42.9% |
| YTD | +14.3% | -8.3% | +22.6% | +18.5% |
| 1Y | +1.6% | -9.7% | +11.3% | +6.2% |
| 3Y | +102.7% | +17.2% | +85.6% | +73.1% |
| 5Y | +104.5% | +25.3% | +79.3% | +61.7% |
| All | +225.0% | +123.4% | +101.6% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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