+3,564.8%
ANET vs W
+178.1%
+3,386.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +3.7% | +5.9% | -2.2% | +2.6% |
| 30D | +0.7% | -3.0% | +3.8% | +1.2% |
| 3M | +26.8% | +40.3% | -13.5% | +17.0% |
| 6M | +40.7% | +32.2% | +8.4% | +30.3% |
| YTD | +47.2% | -0.3% | +47.5% | +43.1% |
| 1Y | +36.0% | +16.2% | +19.8% | +27.2% |
| 3Y | +292.8% | +40.7% | +252.1% | +229.7% |
| 5Y | +761.9% | -62.3% | +824.3% | +702.8% |
| 10Y | +3,770.2% | +162.2% | +3,608.0% | +2,202.6% |
| All | +3,564.8% | +178.1% | +3,386.7% | +2,058.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling