+285.1%
EQIX vs BBWI
-47.4%
+332.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.2% | -1.9% |
| 7D | +4.1% | +0.1% | +3.9% | +4.0% |
| 30D | +5.8% | +12.9% | -7.1% | +4.3% |
| 3M | -1.4% | +16.0% | -17.4% | -3.4% |
| 6M | -1.2% | +16.6% | -17.8% | -3.8% |
| YTD | +39.6% | +9.7% | +29.9% | +36.2% |
| 1Y | +36.8% | +1.5% | +35.4% | +33.9% |
| 3Y | +47.3% | -21.4% | +68.6% | +45.3% |
| 5Y | +50.1% | -67.6% | +117.7% | +58.2% |
| All | +285.1% | -47.4% | +332.5% | +233.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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