+247.4%
EQIX vs WST
+10,847.0%
-10,599.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +1.3% | +1.1% | +0.3% | +1.0% |
| 30D | +3.4% | +12.4% | -8.9% | -0.8% |
| 3M | +3.9% | +17.6% | -13.6% | -2.2% |
| 6M | -0.7% | +28.3% | -29.0% | -10.1% |
| YTD | +41.5% | +50.5% | -9.0% | +19.4% |
| 1Y | +32.9% | +49.4% | -16.5% | +12.2% |
| 3Y | +48.3% | +21.9% | +26.4% | +20.1% |
| 5Y | +52.3% | +0.4% | +51.9% | +29.6% |
| 10Y | +298.6% | +451.5% | -152.9% | +46.8% |
| All | +247.4% | +10,847.0% | -10,599.5% | -73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling