+237.0%
EQIX vs BWA
+2,207.7%
-1,970.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.2% | -1.4% |
| 7D | -0.8% | +5.7% | -6.5% | -2.6% |
| 30D | -1.4% | +1.4% | -2.9% | -2.2% |
| 3M | -4.4% | -12.1% | +7.7% | -0.9% |
| 6M | +7.9% | +28.6% | -20.6% | -2.1% |
| YTD | +37.3% | +51.1% | -13.8% | +16.4% |
| 1Y | +37.8% | +55.9% | -18.1% | +15.2% |
| 3Y | +42.0% | +70.1% | -28.1% | +11.4% |
| 5Y | +29.6% | +90.7% | -61.1% | -5.4% |
| 10Y | +238.3% | +154.0% | +84.4% | +91.3% |
| All | +237.0% | +2,207.7% | -1,970.7% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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