+225.0%
EQH vs WSM
+1,009.6%
-784.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.0% |
| 7D | +0.7% | -0.5% | +1.2% | +0.9% |
| 30D | +2.8% | -7.7% | +10.6% | +5.7% |
| 3M | +23.1% | +3.8% | +19.3% | +21.0% |
| 6M | +41.4% | +22.7% | +18.7% | +30.5% |
| YTD | +14.3% | +28.0% | -13.7% | +3.8% |
| 1Y | +1.6% | +12.7% | -11.1% | -4.0% |
| 3Y | +102.7% | +231.3% | -128.6% | +20.3% |
| 5Y | +104.5% | +177.2% | -72.6% | +23.2% |
| All | +225.0% | +1,009.6% | -784.6% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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