+34.0%
EQIX vs TW
+19.6%
+14.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.4% | -1.7% |
| 7D | -1.6% | -2.7% | +1.1% | -0.9% |
| 30D | -0.4% | -1.7% | +1.4% | +0.1% |
| 3M | -0.9% | +1.6% | -2.5% | -2.4% |
| 6M | +8.1% | -17.7% | +25.8% | +14.3% |
| YTD | +35.7% | -4.3% | +40.0% | +35.1% |
| 1Y | +34.0% | -13.1% | +47.1% | +38.1% |
| 3Y | +41.4% | +20.3% | +21.1% | +22.0% |
| 5Y | +34.0% | +22.0% | +12.1% | +11.4% |
| All | +34.0% | +19.6% | +14.4% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 5y: compounded portfolio wealth divided by compounded TW 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…
5y analysis · Full analysis span regression · 6 months rolling