+244.0%
EQIX vs WU
-39.1%
+283.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.2% |
| 7D | +0.2% | -3.5% | +3.6% | +1.0% |
| 30D | -2.5% | -2.9% | +0.5% | -1.9% |
| 3M | 0.0% | -2.3% | +2.2% | -0.5% |
| 6M | +7.6% | -25.4% | +33.0% | +14.0% |
| YTD | +37.5% | -21.2% | +58.7% | +43.4% |
| 1Y | +32.9% | -8.9% | +41.8% | +32.9% |
| 3Y | +42.8% | -29.0% | +71.7% | +49.6% |
| 5Y | +35.8% | -50.7% | +86.6% | +54.8% |
| All | +244.0% | -39.1% | +283.1% | +253.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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