+313.3%
ANET vs WFC
+134.7%
+178.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.9% | +4.7% | +5.2% |
| 7D | +3.0% | +0.4% | +2.6% | +2.8% |
| 30D | -5.2% | +1.5% | -6.7% | -5.9% |
| 3M | +27.6% | +10.2% | +17.4% | +22.3% |
| 6M | +44.4% | +18.8% | +25.6% | +33.4% |
| YTD | +52.3% | -1.5% | +53.9% | +52.2% |
| 1Y | +30.4% | +13.5% | +16.9% | +22.1% |
| 3Y | +313.3% | +135.0% | +178.3% | +238.4% |
| All | +313.3% | +134.7% | +178.6% | +238.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 WFC 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