+244.0%
EQIX vs WTW
+198.0%
+45.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | +0.2% | -5.7% | +5.9% | +2.2% |
| 30D | -2.5% | -7.3% | +4.8% | 0.0% |
| 3M | 0.0% | +21.5% | -21.5% | -7.5% |
| 6M | +7.6% | +9.6% | -2.0% | +2.8% |
| YTD | +37.5% | -3.3% | +40.8% | +36.7% |
| 1Y | +32.9% | -6.1% | +39.0% | +33.6% |
| 3Y | +42.8% | +61.8% | -19.1% | +11.4% |
| 5Y | +35.8% | +42.7% | -6.8% | +10.8% |
| All | +244.0% | +198.0% | +45.9% | +122.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling