+3,281.9%
EQIX vs WTW
+1,102.0%
+2,179.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | +0.2% | -5.7% | +5.9% | +2.3% |
| 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% | +36.4% |
| 1Y | +32.9% | -6.1% | +39.0% | +33.1% |
| 3Y | +42.8% | +61.8% | -19.1% | +14.5% |
| 5Y | +35.8% | +42.7% | -6.8% | +13.7% |
| 10Y | +247.0% | +197.2% | +49.8% | +113.9% |
| All | +3,281.9% | +1,102.0% | +2,179.9% | +1,493.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling