+267.7%
EQIX vs SW
+183.3%
+84.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +3.9% | +4.1% |
| 7D | +6.1% | +1.8% | +4.3% | +6.0% |
| 30D | +2.8% | +7.0% | -4.3% | +2.2% |
| 3M | +1.6% | -7.6% | +9.3% | +2.2% |
| 6M | -0.7% | +8.5% | -9.2% | -1.5% |
| YTD | +39.7% | +17.7% | +22.1% | +37.4% |
| 1Y | +30.6% | +27.1% | +3.5% | +27.6% |
| 3Y | +48.4% | +48.2% | +0.2% | +42.8% |
| 5Y | +46.0% | -2.3% | +48.4% | +41.7% |
| 10Y | +267.7% | +183.3% | +84.3% | +217.4% |
| All | +267.7% | +183.3% | +84.3% | +217.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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