+34.6%
WDAY vs EQH
+234.7%
-200.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.2% |
| 7D | -5.2% | +0.7% | -5.9% | -5.4% |
| 30D | +5.9% | +2.8% | +3.1% | +4.9% |
| 3M | +42.3% | +23.1% | +19.2% | +31.8% |
| 6M | +34.7% | +41.4% | -6.7% | +17.8% |
| YTD | -13.5% | +14.3% | -27.8% | -18.3% |
| 1Y | -18.1% | +1.6% | -19.7% | -19.5% |
| 3Y | -26.4% | +102.7% | -129.1% | -44.7% |
| 5Y | -30.6% | +104.5% | -135.1% | -48.7% |
| All | +34.6% | +234.7% | -200.1% | -22.5% |
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