+144.0%
WDAY vs EQIX
+293.0%
-149.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.8% | +4.8% | +3.8% |
| 7D | +1.8% | +4.1% | -2.2% | +0.1% |
| 30D | +4.1% | +5.8% | -1.7% | +1.2% |
| 3M | -4.8% | -1.4% | -3.5% | -5.2% |
| 6M | +68.6% | -1.2% | +69.9% | +66.2% |
| YTD | -8.5% | +39.6% | -48.2% | -24.3% |
| 1Y | -12.1% | +36.8% | -48.9% | -26.6% |
| 3Y | -13.2% | +47.3% | -60.4% | -32.4% |
| 5Y | -33.7% | +50.1% | -83.9% | -50.0% |
| All | +144.0% | +293.0% | -149.0% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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