+285.1%
EQIX vs WAT
+222.4%
+62.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.7% |
| 7D | +4.1% | +0.6% | +3.5% | +3.9% |
| 30D | +5.8% | +5.4% | +0.4% | +4.4% |
| 3M | -1.4% | +11.3% | -12.7% | -4.3% |
| 6M | -1.2% | +37.4% | -38.6% | -9.9% |
| YTD | +39.6% | +21.2% | +18.5% | +30.4% |
| 1Y | +36.8% | +21.3% | +15.5% | +27.6% |
| 3Y | +47.3% | +83.4% | -36.1% | +13.9% |
| 5Y | +50.1% | +29.0% | +21.2% | +29.4% |
| All | +285.1% | +222.4% | +62.6% | +155.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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