+201.1%
WELL vs EQH
+102.2%
+98.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.3% |
| 7D | -0.2% | +0.7% | -1.0% | -0.4% |
| 30D | +2.3% | +2.8% | -0.5% | +1.7% |
| 3M | +12.3% | +23.1% | -10.8% | +7.6% |
| 6M | +15.6% | +41.4% | -25.8% | +7.3% |
| YTD | +28.3% | +14.3% | +14.1% | +24.2% |
| 1Y | +41.9% | +1.6% | +40.3% | +40.7% |
| 3Y | +198.3% | +102.7% | +95.6% | +135.5% |
| All | +201.1% | +102.2% | +98.8% | +133.2% |
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