-20.9%
WY vs EQH
+102.2%
-123.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.2% |
| 7D | -4.2% | +0.7% | -4.9% | -4.4% |
| 30D | -10.1% | +2.8% | -12.9% | -11.1% |
| 3M | -8.5% | +23.1% | -31.6% | -15.6% |
| 6M | -3.3% | +41.4% | -44.7% | -16.0% |
| YTD | -4.4% | +14.3% | -18.7% | -10.2% |
| 1Y | -11.5% | +1.6% | -13.1% | -13.2% |
| 3Y | -24.3% | +102.7% | -127.0% | -47.0% |
| All | -20.9% | +102.2% | -123.2% | -45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling