+72.2%
EQX vs WTW
+42.0%
+30.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | -3.2% | -5.7% | +2.5% | -2.3% |
| 30D | +7.8% | -7.3% | +15.0% | +9.0% |
| 3M | +21.3% | +21.5% | -0.1% | +18.0% |
| 6M | -22.4% | +9.6% | -32.0% | -23.5% |
| YTD | -11.3% | -3.3% | -8.0% | -10.3% |
| 1Y | +13.5% | -6.1% | +19.6% | +15.5% |
| 3Y | +162.1% | +61.8% | +100.3% | +114.7% |
| All | +72.2% | +42.0% | +30.2% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling