+238.8%
EQX vs WAB
+329.4%
-90.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.6% | +1.4% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | +7.8% | -4.1% | +11.8% | +8.8% |
| 3M | +21.3% | +8.2% | +13.2% | +19.0% |
| 6M | -22.4% | +15.4% | -37.8% | -24.7% |
| YTD | -11.3% | +33.1% | -44.5% | -16.2% |
| 1Y | +13.5% | +48.1% | -34.6% | +5.2% |
| 3Y | +162.1% | +167.7% | -5.6% | +114.6% |
| 5Y | +84.2% | +225.7% | -141.5% | +45.5% |
| All | +238.8% | +329.4% | -90.5% | +167.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling