-30.6%
WDAY vs EQH
+102.2%
-132.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.3% |
| 7D | -5.2% | +0.7% | -5.9% | -5.4% |
| 30D | +5.9% | +2.8% | +3.1% | +4.8% |
| 3M | +42.3% | +23.1% | +19.2% | +30.0% |
| 6M | +34.7% | +41.4% | -6.7% | +14.9% |
| YTD | -13.5% | +14.3% | -27.8% | -19.1% |
| 1Y | -18.1% | +1.6% | -19.7% | -19.6% |
| 3Y | -26.4% | +102.7% | -129.1% | -49.1% |
| All | -30.6% | +102.2% | -132.9% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling