+238.5%
WM vs EQH
+249.1%
-10.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +1.2% | +5.1% | -4.0% | +0.2% |
| 30D | +15.2% | +4.7% | +10.5% | +14.2% |
| 3M | +8.3% | +7.2% | +1.1% | +6.7% |
| 6M | +13.1% | +38.9% | -25.8% | +5.9% |
| YTD | +12.5% | +19.2% | -6.6% | +7.9% |
| 1Y | +21.8% | +25.5% | -3.8% | +15.5% |
| 3Y | +48.8% | +125.2% | -76.4% | +21.4% |
| 5Y | +62.1% | +81.6% | -19.5% | +35.5% |
| All | +238.5% | +249.1% | -10.5% | +121.6% |
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