+58.1%
EQT vs WM
+330.8%
-272.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +6.9% | +3.2% | +3.7% | +5.5% |
| 30D | +0.4% | +13.0% | -12.6% | -4.8% |
| 3M | -2.0% | +9.2% | -11.3% | -5.9% |
| 6M | -5.0% | +13.6% | -18.6% | -10.5% |
| YTD | -0.3% | +12.4% | -12.7% | -6.1% |
| 1Y | -11.3% | +21.2% | -32.5% | -19.3% |
| 3Y | +38.3% | +48.7% | -10.3% | +13.0% |
| 5Y | +166.4% | +61.9% | +104.5% | +107.1% |
| All | +58.1% | +330.8% | -272.7% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling