+4.7%
EQH vs WOLF
+44.0%
-39.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.0% | -1.6% | +1.3% |
| 7D | +0.7% | -8.6% | +9.3% | +1.0% |
| 30D | +2.8% | -18.3% | +21.1% | +3.3% |
| 3M | +23.1% | -43.1% | +66.2% | +24.5% |
| 6M | +41.4% | +42.4% | -1.0% | +35.7% |
| YTD | +14.3% | +48.9% | -34.6% | +9.7% |
| All | +4.7% | +44.0% | -39.3% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 5y: compounded portfolio wealth divided by compounded WOLF 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…
5y analysis · Full analysis span regression · 6 months rolling