+111.5%
WDAY vs EQIX
+242.1%
-130.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.3% |
| 7D | -10.5% | -1.6% | -8.9% | -9.9% |
| 30D | +2.1% | -0.4% | +2.5% | +1.9% |
| 3M | +34.6% | -0.9% | +35.6% | +33.7% |
| 6M | +29.9% | +8.1% | +21.8% | +23.2% |
| YTD | -13.8% | +35.7% | -49.5% | -27.2% |
| 1Y | -18.3% | +34.0% | -52.2% | -30.7% |
| 3Y | -26.2% | +41.4% | -67.6% | -41.1% |
| 5Y | -30.8% | +34.0% | -64.8% | -44.7% |
| All | +111.5% | +242.1% | -130.6% | +14.2% |
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