+51.6%
WM vs EQH
+93.8%
-42.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -1.2% | +1.1% | -2.3% | -1.3% |
| 30D | -4.5% | -1.1% | -3.4% | -4.4% |
| 3M | -2.2% | +25.0% | -27.2% | -4.5% |
| 6M | -11.5% | +33.9% | -45.3% | -14.4% |
| YTD | -0.7% | +11.6% | -12.2% | -2.0% |
| 1Y | +0.3% | +1.5% | -1.2% | 0.0% |
| 3Y | +44.2% | +96.7% | -52.5% | +29.5% |
| 5Y | +51.6% | +93.9% | -42.2% | +34.1% |
| All | +51.6% | +93.8% | -42.2% | +34.1% |
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