-31.1%
WDAY vs EQIX
+31.3%
-62.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -7.4% | +2.3% | -9.7% | -8.1% |
| 30D | +1.0% | +0.4% | +0.6% | +0.6% |
| 3M | +32.7% | -1.1% | +33.8% | +32.0% |
| 6M | +25.6% | +11.5% | +14.1% | +17.9% |
| YTD | -13.4% | +38.2% | -51.6% | -27.1% |
| 1Y | -19.4% | +36.7% | -56.0% | -31.9% |
| 3Y | -25.8% | +44.1% | -69.8% | -41.5% |
| 5Y | -31.1% | +34.8% | -65.9% | -48.5% |
| All | -31.1% | +31.3% | -62.4% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling