+374.8%
EWT vs EQH
+234.7%
+140.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.4% |
| 7D | -1.1% | +0.7% | -1.8% | -1.3% |
| 30D | +4.5% | +2.8% | +1.6% | +3.5% |
| 3M | +8.3% | +23.1% | -14.8% | +1.7% |
| 6M | +54.2% | +41.4% | +12.8% | +38.7% |
| YTD | +74.6% | +14.3% | +60.3% | +66.3% |
| 1Y | +84.9% | +1.6% | +83.3% | +81.6% |
| 3Y | +197.5% | +102.7% | +94.8% | +135.7% |
| 5Y | +150.6% | +104.5% | +46.0% | +94.4% |
| All | +374.8% | +234.7% | +140.1% | +205.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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