-26.2%
WDAY vs EQIX
+43.4%
-69.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -7.4% | +2.3% | -9.7% | -7.6% |
| 30D | +1.0% | +0.4% | +0.6% | +0.8% |
| 3M | +32.7% | -1.1% | +33.8% | +32.4% |
| 6M | +25.6% | +11.5% | +14.1% | +21.6% |
| YTD | -13.4% | +38.2% | -51.6% | -21.3% |
| 1Y | -19.4% | +36.7% | -56.0% | -26.5% |
| All | -26.2% | +43.4% | -69.6% | -34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling