+48.4%
EQIX vs WST
+20.8%
+27.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.3% | +0.8% | +3.9% |
| 7D | +6.1% | +1.3% | +4.8% | +6.0% |
| 30D | +2.8% | +12.9% | -10.1% | +2.0% |
| 3M | +1.6% | +16.7% | -15.0% | +0.6% |
| 6M | -0.7% | +26.8% | -27.5% | -2.4% |
| YTD | +39.7% | +50.5% | -10.8% | +35.1% |
| 1Y | +30.6% | +52.9% | -22.3% | +26.1% |
| 3Y | +48.4% | +23.9% | +24.5% | +30.1% |
| All | +48.4% | +20.8% | +27.6% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling