+34.8%
WDAY vs EQH
+226.9%
-192.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -7.4% | +1.1% | -8.5% | -7.7% |
| 30D | +1.0% | -1.1% | +2.1% | +1.5% |
| 3M | +32.7% | +25.0% | +7.7% | +22.1% |
| 6M | +25.6% | +33.9% | -8.3% | +12.0% |
| YTD | -13.4% | +11.6% | -25.0% | -17.5% |
| 1Y | -19.4% | +1.5% | -20.9% | -20.7% |
| 3Y | -25.8% | +96.7% | -122.5% | -43.6% |
| 5Y | -31.1% | +93.9% | -125.0% | -48.2% |
| All | +34.8% | +226.9% | -192.0% | -21.7% |
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