+1,359.7%
EQIX vs SW
+755.0%
+604.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.7% | -0.5% |
| 7D | -0.8% | -5.1% | +4.3% | -0.6% |
| 30D | -1.4% | -4.6% | +3.1% | -1.3% |
| 3M | -4.4% | +9.4% | -13.8% | -4.9% |
| 6M | +7.9% | +3.5% | +4.4% | +7.6% |
| YTD | +37.3% | +22.0% | +15.2% | +35.8% |
| 1Y | +37.8% | +2.2% | +35.6% | +37.2% |
| 3Y | +42.0% | +19.6% | +22.4% | +39.9% |
| 5Y | +29.6% | -2.3% | +32.0% | +27.4% |
| 10Y | +238.3% | +181.4% | +57.0% | +222.0% |
| All | +1,359.7% | +755.0% | +604.7% | +1,338.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling