+216.7%
WAB vs EQH
+234.7%
-18.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.4% | +0.4% |
| 7D | +0.1% | +0.7% | -0.6% | -0.3% |
| 30D | -4.1% | +2.8% | -6.9% | -5.6% |
| 3M | +8.2% | +23.1% | -14.9% | -3.4% |
| 6M | +15.4% | +41.4% | -26.0% | -5.0% |
| YTD | +33.1% | +14.3% | +18.9% | +21.4% |
| 1Y | +48.1% | +1.6% | +46.5% | +42.9% |
| 3Y | +167.7% | +102.7% | +65.0% | +72.6% |
| 5Y | +225.7% | +104.5% | +121.2% | +101.9% |
| All | +216.7% | +234.7% | -18.0% | +43.4% |
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