+242.8%
EQIX vs WAB
+6,016.9%
-5,774.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.5% |
| 7D | +4.1% | +5.1% | -1.0% | +2.4% |
| 30D | +5.8% | +4.0% | +1.8% | +4.5% |
| 3M | -1.4% | +0.1% | -1.5% | -1.4% |
| 6M | -1.2% | +12.8% | -14.0% | -5.3% |
| YTD | +39.6% | +40.1% | -0.4% | +24.5% |
| 1Y | +36.8% | +46.4% | -9.5% | +20.2% |
| 3Y | +47.3% | +167.4% | -120.1% | +5.4% |
| 5Y | +50.1% | +215.0% | -164.9% | +0.9% |
| 10Y | +293.3% | +269.2% | +24.1% | +124.2% |
| All | +242.8% | +6,016.9% | -5,774.2% | +4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling