+380.7%
WWD vs EQH
+234.7%
+146.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | -0.1% | +0.6% |
| 7D | -2.6% | +0.7% | -3.3% | -3.0% |
| 30D | -6.9% | +2.8% | -9.8% | -8.6% |
| 3M | -13.0% | +23.1% | -36.1% | -23.5% |
| 6M | -12.5% | +41.4% | -53.8% | -29.6% |
| YTD | +11.8% | +14.3% | -2.4% | +0.9% |
| 1Y | +41.1% | +1.6% | +39.5% | +35.5% |
| 3Y | +163.1% | +102.7% | +60.3% | +57.1% |
| 5Y | +187.6% | +104.5% | +83.1% | +61.2% |
| All | +380.7% | +234.7% | +146.0% | +79.7% |
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