+108.2%
WAT vs EQH
+234.7%
-126.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.2% |
| 7D | -0.3% | +0.7% | -1.0% | -0.5% |
| 30D | -1.9% | +2.8% | -4.7% | -2.9% |
| 3M | +13.5% | +23.1% | -9.6% | +5.4% |
| 6M | +37.2% | +41.4% | -4.2% | +21.1% |
| YTD | +7.5% | +14.3% | -6.8% | +1.5% |
| 1Y | +35.0% | +1.6% | +33.4% | +32.1% |
| 3Y | +55.1% | +102.7% | -47.6% | +18.1% |
| 5Y | -2.8% | +104.5% | -107.4% | -27.6% |
| All | +108.2% | +234.7% | -126.5% | +20.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling