+239.3%
EQIX vs WSM
+3,591.2%
-3,351.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +2.3% | +2.6% | -0.3% | +1.7% |
| 30D | +0.4% | -9.3% | +9.7% | +2.7% |
| 3M | -1.1% | +7.1% | -8.2% | -2.9% |
| 6M | +11.5% | +21.7% | -10.3% | +5.8% |
| YTD | +38.2% | +28.7% | +9.5% | +28.9% |
| 1Y | +36.7% | +13.9% | +22.8% | +30.8% |
| 3Y | +44.1% | +232.2% | -188.1% | +0.5% |
| 5Y | +34.8% | +176.4% | -141.6% | -5.6% |
| 10Y | +248.8% | +1,072.4% | -823.6% | +47.5% |
| All | +239.3% | +3,591.2% | -3,351.9% | -18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling