+248.8%
EQIX vs CDW
+262.5%
-13.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.6% | +0.6% |
| 7D | +2.3% | -4.2% | +6.6% | +3.5% |
| 30D | +0.4% | +4.9% | -4.4% | -1.2% |
| 3M | -1.1% | +7.3% | -8.4% | -4.1% |
| 6M | +11.5% | +19.2% | -7.7% | +2.4% |
| YTD | +38.2% | +6.2% | +32.0% | +31.1% |
| 1Y | +36.7% | -14.0% | +50.7% | +38.9% |
| 3Y | +44.1% | -30.0% | +74.1% | +53.8% |
| 5Y | +34.8% | -23.6% | +58.4% | +36.7% |
| 10Y | +248.8% | +269.4% | -20.6% | +134.8% |
| All | +248.8% | +262.5% | -13.7% | +134.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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