+3,847.4%
ANET vs WAT
+170.9%
+3,676.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.7% | +3.9% | +4.9% |
| 7D | +3.0% | -0.3% | +3.3% | +3.1% |
| 30D | -5.2% | -1.9% | -3.3% | -4.5% |
| 3M | +27.6% | +13.5% | +14.1% | +21.0% |
| 6M | +44.4% | +37.2% | +7.2% | +25.3% |
| YTD | +52.3% | +7.5% | +44.8% | +45.0% |
| 1Y | +30.4% | +35.0% | -4.6% | +12.1% |
| 3Y | +313.3% | +55.1% | +258.2% | +217.2% |
| 5Y | +810.0% | -2.8% | +812.8% | +755.5% |
| All | +3,847.4% | +170.9% | +3,676.4% | +2,125.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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