+327.7%
WMB vs EQH
+234.7%
+93.0%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.2% |
| 7D | -1.0% | +0.7% | -1.8% | -1.4% |
| 30D | -0.4% | +2.8% | -3.3% | -1.7% |
| 3M | +3.2% | +23.1% | -19.9% | -6.0% |
| 6M | +0.1% | +41.4% | -41.3% | -14.9% |
| YTD | +23.9% | +14.3% | +9.6% | +14.4% |
| 1Y | +27.6% | +1.6% | +26.0% | +23.4% |
| 3Y | +141.9% | +102.7% | +39.2% | +63.0% |
| 5Y | +273.8% | +104.5% | +169.2% | +139.1% |
| All | +327.7% | +234.7% | +93.0% | +89.8% |
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