+779.6%
WDC vs EQH
+226.9%
+552.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +7.5% | +1.1% | +6.4% | +6.6% |
| 30D | +10.1% | -1.1% | +11.2% | +10.4% |
| 3M | -6.8% | +25.0% | -31.8% | -19.8% |
| 6M | +84.1% | +33.9% | +50.3% | +49.5% |
| YTD | +180.3% | +11.6% | +168.7% | +153.1% |
| 1Y | +411.1% | +1.5% | +409.6% | +383.2% |
| 3Y | +1,375.0% | +96.7% | +1,278.3% | +779.0% |
| 5Y | +991.6% | +93.9% | +897.7% | +543.2% |
| All | +779.6% | +226.9% | +552.7% | +261.5% |
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 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