+239.3%
EQIX vs WAT
+166.5%
+72.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.1% | -1.6% |
| 7D | -1.6% | -2.9% | +1.2% | -0.9% |
| 30D | -0.4% | -3.2% | +2.9% | +0.5% |
| 3M | -0.9% | +10.6% | -11.5% | -3.8% |
| 6M | +8.1% | +34.0% | -25.9% | -1.4% |
| YTD | +35.7% | +5.7% | +29.9% | +31.6% |
| 1Y | +34.0% | +37.1% | -3.1% | +19.6% |
| 3Y | +41.4% | +52.4% | -11.0% | +16.0% |
| 5Y | +34.0% | -4.4% | +38.4% | +26.2% |
| All | +239.3% | +166.5% | +72.8% | +137.6% |
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