-4.9%
EQT vs WAB
+46.5%
-51.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.3% |
| 7D | -6.6% | +4.5% | -11.1% | -7.0% |
| 30D | +2.7% | +1.1% | +1.7% | +2.7% |
| 3M | -0.2% | -1.3% | +1.1% | +0.1% |
| 6M | -10.6% | +12.7% | -23.3% | -12.2% |
| YTD | -1.2% | +38.7% | -39.8% | -5.7% |
| 1Y | -4.9% | +44.9% | -49.8% | -11.7% |
| All | -4.9% | +46.5% | -51.4% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling