+34.7%
EQIX vs WST
+49.0%
-14.3%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +7.6% | +4.9% | +2.7% | +7.0% |
| 30D | +5.2% | +10.7% | -5.5% | +4.4% |
| 3M | +0.8% | +16.8% | -16.0% | -0.3% |
| 6M | +0.2% | +32.0% | -31.7% | -2.9% |
| YTD | +42.2% | +49.9% | -7.8% | +33.2% |
| 1Y | +34.7% | +50.6% | -15.9% | +25.9% |
| All | +34.7% | +49.0% | -14.3% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 1y: compounded portfolio wealth divided by compounded WST 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…
1y analysis · Full analysis span regression · 6 months rolling