+220.5%
EQH vs WCN
+123.0%
+97.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.6% |
| 7D | -1.8% | -4.4% | +2.7% | +0.9% |
| 30D | +2.4% | -4.4% | +6.9% | +5.2% |
| 3M | +26.3% | +0.5% | +25.8% | +24.9% |
| 6M | +35.8% | -3.3% | +39.1% | +36.8% |
| YTD | +12.7% | -8.5% | +21.2% | +17.0% |
| 1Y | +2.5% | -8.9% | +11.4% | +6.5% |
| 3Y | +98.6% | +18.0% | +80.6% | +68.6% |
| 5Y | +101.7% | +25.0% | +76.7% | +59.7% |
| All | +220.5% | +123.0% | +97.5% | +63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling