+244.0%
EQIX vs WY
+7.6%
+236.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.0% | +1.2% |
| 7D | +0.2% | -4.2% | +4.3% | +1.7% |
| 30D | -2.5% | -10.1% | +7.6% | +1.3% |
| 3M | 0.0% | -8.5% | +8.4% | +2.7% |
| 6M | +7.6% | -3.3% | +11.0% | +8.1% |
| YTD | +37.5% | -4.4% | +41.9% | +38.1% |
| 1Y | +32.9% | -11.5% | +44.4% | +37.1% |
| 3Y | +42.8% | -24.3% | +67.1% | +54.4% |
| 5Y | +35.8% | -21.3% | +57.1% | +44.4% |
| All | +244.0% | +7.6% | +236.4% | +199.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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