+202.4%
WM vs EQH
+232.3%
-29.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | -0.3% | +5.5% | -5.8% | -1.3% |
| 30D | -2.4% | +3.2% | -5.6% | -3.0% |
| 3M | +0.4% | +32.5% | -32.1% | -5.0% |
| 6M | -9.5% | +33.7% | -43.2% | -14.9% |
| YTD | +0.5% | +13.4% | -12.9% | -2.6% |
| 1Y | -1.1% | +0.6% | -1.7% | -2.1% |
| 3Y | +46.0% | +95.1% | -49.1% | +22.6% |
| 5Y | +51.8% | +92.7% | -40.9% | +24.8% |
| All | +202.4% | +232.3% | -29.9% | +100.0% |
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 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