-26.6%
WDAY vs EQH
+97.5%
-124.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.9% |
| 7D | -10.5% | -1.8% | -8.8% | -9.9% |
| 30D | +2.1% | +2.4% | -0.3% | +1.3% |
| 3M | +34.6% | +26.3% | +8.3% | +23.2% |
| 6M | +29.9% | +35.8% | -5.9% | +14.8% |
| YTD | -13.8% | +12.7% | -26.5% | -18.1% |
| 1Y | -18.3% | +2.5% | -20.7% | -19.7% |
| All | -26.6% | +97.5% | -124.1% | -43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling