+310.4%
WM vs EQIX
+240.6%
+69.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -1.2% | +2.3% | -3.5% | -1.8% |
| 30D | -4.5% | +0.4% | -4.9% | -4.7% |
| 3M | -2.2% | -1.1% | -1.1% | -2.3% |
| 6M | -11.5% | +11.5% | -22.9% | -14.5% |
| YTD | -0.7% | +38.2% | -38.9% | -9.9% |
| 1Y | +0.3% | +36.7% | -36.3% | -8.8% |
| 3Y | +44.2% | +44.1% | +0.1% | +26.7% |
| 5Y | +51.6% | +34.8% | +16.8% | +33.1% |
| 10Y | +310.4% | +248.8% | +61.6% | +176.8% |
| All | +310.4% | +240.6% | +69.8% | +176.8% |
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