+244.0%
EQIX vs WAB
+296.8%
-52.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.1% |
| 7D | +0.2% | +0.1% | 0.0% | +0.1% |
| 30D | -2.5% | -4.1% | +1.6% | -1.6% |
| 3M | 0.0% | +8.2% | -8.2% | -1.9% |
| 6M | +7.6% | +15.4% | -7.8% | +4.0% |
| YTD | +37.5% | +33.1% | +4.4% | +28.8% |
| 1Y | +32.9% | +48.1% | -15.2% | +21.5% |
| 3Y | +42.8% | +167.7% | -125.0% | +15.6% |
| 5Y | +35.8% | +225.7% | -189.9% | +5.9% |
| All | +244.0% | +296.8% | -52.9% | +135.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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