+106.4%
WAT vs EQH
+226.9%
-120.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -1.8% | +1.1% | -2.9% | -2.2% |
| 30D | -1.7% | -1.1% | -0.6% | -1.4% |
| 3M | +9.1% | +25.0% | -15.9% | +0.7% |
| 6M | +32.4% | +33.9% | -1.4% | +19.0% |
| YTD | +6.6% | +11.6% | -5.0% | +1.5% |
| 1Y | +34.7% | +1.5% | +33.2% | +31.8% |
| 3Y | +53.6% | +96.7% | -43.1% | +18.1% |
| 5Y | -4.1% | +93.9% | -97.9% | -27.3% |
| All | +106.4% | +226.9% | -120.5% | +20.1% |
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