-7.4%
WY vs EQH
+34.6%
-42.0%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.6% | -2.7% |
| 7D | -3.7% | -1.8% | -1.9% | -3.6% |
| 30D | -11.3% | +2.4% | -13.7% | -11.3% |
| 3M | -8.1% | +26.3% | -34.4% | -10.3% |
| 6M | -7.4% | +35.8% | -43.2% | -10.6% |
| All | -7.4% | +34.6% | -42.0% | -10.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling