+140.1%
WMB vs EQH
+97.5%
+42.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.1% | -3.3% |
| 7D | -1.7% | -1.8% | +0.1% | -1.3% |
| 30D | +0.7% | +2.4% | -1.7% | +0.2% |
| 3M | +1.5% | +26.3% | -24.8% | -3.5% |
| 6M | +0.1% | +35.8% | -35.8% | -6.8% |
| YTD | +22.9% | +12.7% | +10.2% | +19.5% |
| 1Y | +27.9% | +2.5% | +25.4% | +27.4% |
| All | +140.1% | +97.5% | +42.6% | +98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling