+142.7%
WFC vs EQIX
+242.1%
-99.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.2% |
| 7D | +0.3% | -1.6% | +1.9% | +0.7% |
| 30D | +2.3% | -0.4% | +2.6% | +2.3% |
| 3M | +9.8% | -0.9% | +10.7% | +9.7% |
| 6M | +15.6% | +8.1% | +7.4% | +12.9% |
| YTD | -2.4% | +35.7% | -38.1% | -10.7% |
| 1Y | +13.8% | +34.0% | -20.1% | +4.5% |
| 3Y | +134.6% | +41.4% | +93.2% | +109.8% |
| 5Y | +127.9% | +34.0% | +93.9% | +102.5% |
| All | +142.7% | +242.1% | -99.4% | +89.4% |
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