+122.9%
WFC vs EQIX
+34.9%
+88.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +16.1% |
| YTD | -1.5% | +37.5% | -39.0% | -10.6% |
| 1Y | +13.5% | +32.9% | -19.4% | +4.0% |
| 3Y | +135.0% | +42.8% | +92.2% | +108.0% |
| All | +122.9% | +34.9% | +88.0% | +92.1% |
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