+715.5%
WDC vs EQH
+234.7%
+480.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.8% |
| 7D | -4.3% | +0.7% | -5.0% | -4.8% |
| 30D | -1.5% | +2.8% | -4.3% | -3.5% |
| 3M | -15.5% | +23.1% | -38.6% | -26.7% |
| 6M | +66.5% | +41.4% | +25.1% | +30.7% |
| YTD | +159.9% | +14.3% | +145.6% | +131.3% |
| 1Y | +366.0% | +1.6% | +364.4% | +340.6% |
| 3Y | +1,285.8% | +102.7% | +1,183.1% | +710.2% |
| 5Y | +925.6% | +104.5% | +821.0% | +483.9% |
| All | +715.5% | +234.7% | +480.8% | +230.3% |
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