+283.3%
WMB vs EQIX
+300.0%
-16.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.6% |
| 7D | +8.1% | +7.6% | +0.5% | +6.0% |
| 30D | -6.9% | +5.2% | -12.1% | -8.2% |
| 3M | -5.1% | +0.8% | -5.9% | -5.4% |
| 6M | -5.7% | +0.2% | -6.0% | -6.1% |
| YTD | +18.1% | +42.2% | -24.1% | +6.5% |
| 1Y | +18.4% | +34.7% | -16.3% | +8.3% |
| 3Y | +122.7% | +49.0% | +73.7% | +95.7% |
| 5Y | +202.0% | +52.8% | +149.2% | +157.8% |
| All | +283.3% | +300.0% | -16.8% | +127.5% |
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 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