+3,847.4%
ANET vs NWSA
+149.4%
+3,698.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.2% | +5.4% | +5.5% |
| 7D | +3.0% | -2.8% | +5.8% | +4.2% |
| 30D | -5.2% | +3.0% | -8.2% | -6.4% |
| 3M | +27.6% | +12.3% | +15.3% | +20.4% |
| 6M | +44.4% | +21.9% | +22.5% | +30.8% |
| YTD | +52.3% | +13.6% | +38.8% | +41.6% |
| 1Y | +30.4% | +0.5% | +29.9% | +27.3% |
| 3Y | +313.3% | +43.8% | +269.5% | +243.9% |
| 5Y | +810.0% | +41.2% | +768.9% | +647.8% |
| All | +3,847.4% | +149.4% | +3,698.0% | +2,371.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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