+238.8%
EQX vs WTW
+133.1%
+105.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.8% |
| 6M | -22.4% | +9.6% | -32.0% | -23.7% |
| YTD | -11.3% | -3.3% | -8.0% | -11.0% |
| 1Y | +13.5% | -6.1% | +19.6% | +14.4% |
| 3Y | +162.1% | +61.8% | +100.3% | +131.1% |
| 5Y | +84.2% | +42.7% | +41.5% | +65.9% |
| All | +238.8% | +133.1% | +105.7% | +363.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling