+238.7%
EQIX vs GWW
+5,771.7%
-5,533.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.6% |
| 7D | +1.3% | -1.5% | +2.9% | +1.9% |
| 30D | +0.3% | +1.1% | -0.8% | -0.2% |
| 3M | -1.6% | -1.0% | -0.6% | -1.6% |
| 6M | +12.2% | +16.3% | -4.1% | +4.5% |
| YTD | +38.0% | +28.5% | +9.5% | +22.3% |
| 1Y | +38.9% | +30.3% | +8.7% | +22.3% |
| 3Y | +43.8% | +91.6% | -47.8% | +5.3% |
| 5Y | +30.4% | +224.0% | -193.6% | -25.4% |
| 10Y | +238.6% | +551.3% | -312.7% | +25.2% |
| All | +238.7% | +5,771.7% | -5,533.0% | -71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling