+313.3%
ANET vs W
+35.9%
+277.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.1% | +4.5% | +5.4% |
| 7D | +3.0% | -0.9% | +3.9% | +3.2% |
| 30D | -5.2% | -4.2% | -0.9% | -4.5% |
| 3M | +27.6% | +26.9% | +0.7% | +19.0% |
| 6M | +44.4% | +31.2% | +13.2% | +32.5% |
| YTD | +52.3% | -1.8% | +54.2% | +48.0% |
| 1Y | +30.4% | +9.3% | +21.1% | +22.5% |
| 3Y | +313.3% | +33.2% | +280.0% | +221.3% |
| All | +313.3% | +35.9% | +277.4% | +221.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 3y: compounded portfolio wealth divided by compounded W 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…
3y analysis · Full analysis span regression · 6 months rolling