+162.1%
EQX vs WTW
+61.9%
+100.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | -3.2% | -5.7% | +2.5% | -3.5% |
| 30D | +7.8% | -7.3% | +15.0% | +7.3% |
| 3M | +21.3% | +21.5% | -0.1% | +24.0% |
| 6M | -22.4% | +9.6% | -32.0% | -21.0% |
| YTD | -11.3% | -3.3% | -8.0% | -9.7% |
| 1Y | +13.5% | -6.1% | +19.6% | +15.7% |
| 3Y | +162.1% | +61.8% | +100.3% | +205.8% |
| All | +162.1% | +61.9% | +100.2% | +205.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 3y: compounded portfolio wealth divided by compounded WTW 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…
3y analysis · Full analysis span regression · 6 months rolling