+34.8%
EQIX vs WST
-27.5%
+62.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +2.3% | -1.7% | +4.0% | +2.6% |
| 30D | +0.4% | -4.3% | +4.8% | +1.2% |
| 3M | -1.1% | +0.7% | -1.9% | -1.5% |
| 6M | +11.5% | +36.0% | -24.6% | +4.5% |
| YTD | +38.2% | +22.7% | +15.5% | +31.9% |
| 1Y | +36.7% | +34.1% | +2.6% | +27.6% |
| 3Y | +44.1% | -13.6% | +57.6% | +41.8% |
| 5Y | +34.8% | -26.0% | +60.8% | +36.0% |
| All | +34.8% | -27.5% | +62.4% | +36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling