+244.0%
EQIX vs WSM
+1,071.8%
-827.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.2% | +1.2% |
| 7D | +0.2% | -0.5% | +0.7% | +0.3% |
| 30D | -2.5% | -7.7% | +5.2% | -1.3% |
| 3M | 0.0% | +3.8% | -3.8% | -0.7% |
| 6M | +7.6% | +22.7% | -15.0% | +4.0% |
| YTD | +37.5% | +28.0% | +9.5% | +31.6% |
| 1Y | +32.9% | +12.7% | +20.2% | +29.5% |
| 3Y | +42.8% | +231.3% | -188.5% | +13.8% |
| 5Y | +35.8% | +177.2% | -141.4% | +8.2% |
| All | +244.0% | +1,071.8% | -827.8% | +126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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