+338.0%
WMB vs EQH
+226.9%
+111.1%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | 0.0% | +1.1% | -1.1% | -0.6% |
| 30D | +4.6% | -1.1% | +5.7% | +4.9% |
| 3M | +5.7% | +25.0% | -19.3% | -4.4% |
| 6M | +4.2% | +33.9% | -29.7% | -9.4% |
| YTD | +26.8% | +11.6% | +15.3% | +18.3% |
| 1Y | +34.7% | +1.5% | +33.2% | +30.1% |
| 3Y | +146.8% | +96.7% | +50.1% | +68.5% |
| 5Y | +285.0% | +93.9% | +191.2% | +152.6% |
| All | +338.0% | +226.9% | +111.1% | +96.3% |
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 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