+444.7%
WELL vs EQH
+234.7%
+210.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.6% |
| 7D | -0.2% | +0.7% | -1.0% | -0.5% |
| 30D | +2.3% | +2.8% | -0.5% | +1.1% |
| 3M | +12.3% | +23.1% | -10.8% | +3.2% |
| 6M | +15.6% | +41.4% | -25.8% | -0.2% |
| YTD | +28.3% | +14.3% | +14.1% | +19.6% |
| 1Y | +41.9% | +1.6% | +40.3% | +37.8% |
| 3Y | +198.3% | +102.7% | +95.6% | +102.7% |
| 5Y | +206.4% | +104.5% | +101.9% | +97.5% |
| All | +444.7% | +234.7% | +210.0% | +159.5% |
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 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