+40.8%
EQIX vs GWW
+88.4%
-47.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.3% | -1.7% |
| 7D | -1.6% | -3.1% | +1.5% | -0.9% |
| 30D | -0.4% | -2.3% | +2.0% | +0.1% |
| 3M | -0.9% | -3.3% | +2.4% | -0.5% |
| 6M | +8.1% | +15.4% | -7.2% | +3.7% |
| YTD | +35.7% | +26.7% | +8.9% | +24.7% |
| 1Y | +34.0% | +29.0% | +5.0% | +22.3% |
| All | +40.8% | +88.4% | -47.5% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 3y: compounded portfolio wealth divided by compounded GWW 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…
3y analysis · Full analysis span regression · 6 months rolling