+145.0%
WFC vs EQIX
+246.8%
-101.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.4% | +0.6% |
| 7D | +0.4% | +0.2% | +0.2% | +0.3% |
| 30D | +1.5% | -2.5% | +4.0% | +2.1% |
| 3M | +10.2% | 0.0% | +10.3% | +9.9% |
| 6M | +18.8% | +7.6% | +11.1% | +16.2% |
| YTD | -1.5% | +37.5% | -39.0% | -10.2% |
| 1Y | +13.5% | +32.9% | -19.4% | +4.5% |
| 3Y | +135.0% | +42.8% | +92.2% | +109.6% |
| 5Y | +130.1% | +35.8% | +94.2% | +103.7% |
| All | +145.0% | +246.8% | -101.8% | +90.5% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling