+667.9%
EQIX vs NWSA
+123.2%
+544.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.0% |
| 7D | +1.3% | -2.6% | +4.0% | +2.0% |
| 30D | +0.3% | +4.6% | -4.2% | -0.9% |
| 3M | -1.6% | +10.2% | -11.8% | -4.4% |
| 6M | +12.2% | +21.6% | -9.4% | +5.8% |
| YTD | +38.0% | +14.6% | +23.3% | +31.8% |
| 1Y | +38.9% | +0.4% | +38.6% | +37.5% |
| 3Y | +43.8% | +45.0% | -1.2% | +27.7% |
| 5Y | +30.4% | +41.3% | -10.9% | +13.9% |
| 10Y | +238.6% | +142.8% | +95.8% | +135.0% |
| All | +667.9% | +123.2% | +544.7% | +441.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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