+3,847.4%
ANET vs WAB
+296.8%
+3,550.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.1% | +4.6% | +5.1% |
| 7D | +3.0% | +0.1% | +2.9% | +3.0% |
| 30D | -5.2% | -4.1% | -1.1% | -3.3% |
| 3M | +27.6% | +8.2% | +19.4% | +23.3% |
| 6M | +44.4% | +15.4% | +29.0% | +35.2% |
| YTD | +52.3% | +33.1% | +19.2% | +33.6% |
| 1Y | +30.4% | +48.1% | -17.6% | +9.1% |
| 3Y | +313.3% | +167.7% | +145.5% | +178.9% |
| 5Y | +810.0% | +225.7% | +584.3% | +469.8% |
| All | +3,847.4% | +296.8% | +3,550.6% | +2,012.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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