+22.4%
EQT vs W
+178.1%
-155.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -2.0% | +5.9% | -7.9% | -2.6% |
| 30D | +1.0% | -3.0% | +4.1% | +1.2% |
| 3M | +4.0% | +40.3% | -36.3% | -0.8% |
| 6M | -11.7% | +32.2% | -43.9% | -15.8% |
| YTD | +2.8% | -0.3% | +3.1% | +0.6% |
| 1Y | +10.0% | +16.2% | -6.2% | +5.0% |
| 3Y | +34.1% | +40.7% | -6.6% | +18.6% |
| 5Y | +195.3% | -62.3% | +257.6% | +180.3% |
| 10Y | +51.6% | +162.2% | -110.7% | +2.4% |
| All | +22.4% | +178.1% | -155.7% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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