+238.1%
WM vs EQH
+252.0%
-13.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.3% |
| 7D | +3.2% | +6.5% | -3.3% | +2.0% |
| 30D | +13.0% | +6.1% | +6.9% | +11.7% |
| 3M | +9.2% | +6.2% | +3.0% | +7.8% |
| 6M | +13.6% | +38.1% | -24.4% | +6.5% |
| YTD | +12.4% | +20.2% | -7.8% | +7.6% |
| 1Y | +21.2% | +27.6% | -6.4% | +14.6% |
| 3Y | +48.7% | +128.8% | -80.1% | +20.9% |
| 5Y | +61.9% | +83.1% | -21.3% | +35.2% |
| All | +238.1% | +252.0% | -13.9% | +121.0% |
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