+46.0%
EQIX vs WST
+1.1%
+44.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.3% | +0.8% | +3.5% |
| 7D | +6.1% | +1.3% | +4.8% | +5.9% |
| 30D | +2.8% | +12.9% | -10.1% | +0.6% |
| 3M | +1.6% | +16.7% | -15.0% | -1.1% |
| 6M | -0.7% | +26.8% | -27.5% | -5.1% |
| YTD | +39.7% | +50.5% | -10.8% | +28.7% |
| 1Y | +30.6% | +52.9% | -22.3% | +19.8% |
| 3Y | +48.4% | +23.9% | +24.5% | +32.8% |
| 5Y | +46.0% | +1.0% | +45.0% | +40.2% |
| All | +46.0% | +1.1% | +44.9% | +40.2% |
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