+233.4%
EQX vs WAB
+324.9%
-91.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.1% | -5.0% | -5.0% |
| 7D | -7.0% | -0.2% | -6.8% | -7.0% |
| 30D | +4.8% | -5.9% | +10.7% | +6.3% |
| 3M | +25.6% | +9.4% | +16.3% | +22.9% |
| 6M | -25.8% | +13.8% | -39.7% | -27.8% |
| YTD | -12.7% | +31.8% | -44.5% | -17.3% |
| 1Y | +14.1% | +48.5% | -34.5% | +5.7% |
| 3Y | +165.7% | +167.0% | -1.2% | +117.8% |
| 5Y | +81.2% | +222.3% | -141.1% | +43.4% |
| All | +233.4% | +324.9% | -91.5% | +163.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling