+13.3%
ANET vs GWRE
-24.6%
+37.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.9% | -8.9% | -10.9% |
| 7D | -13.6% | +4.5% | -18.2% | -13.5% |
| 30D | -26.1% | +1.7% | -27.8% | -26.2% |
| 3M | -19.3% | +4.4% | -23.7% | -19.4% |
| 6M | -6.5% | +19.5% | -26.0% | -5.6% |
| YTD | +21.5% | -16.7% | +38.2% | +28.6% |
| 1Y | +13.3% | -24.0% | +37.4% | +27.0% |
| All | +13.3% | -24.6% | +37.9% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling