+5,512.5%
ANET vs WFC
+143.6%
+5,368.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -3.0% | -1.8% |
| 7D | +3.7% | +0.4% | +3.2% | +3.4% |
| 30D | +0.7% | +2.5% | -1.7% | -0.3% |
| 3M | +26.8% | +10.0% | +16.8% | +21.9% |
| 6M | +40.7% | +15.1% | +25.6% | +32.4% |
| YTD | +47.2% | -2.2% | +49.4% | +47.6% |
| 1Y | +36.0% | +13.5% | +22.5% | +27.9% |
| 3Y | +292.8% | +135.2% | +157.6% | +174.9% |
| 5Y | +761.9% | +128.3% | +633.6% | +497.4% |
| 10Y | +3,770.2% | +142.4% | +3,627.8% | +2,308.9% |
| All | +5,512.5% | +143.6% | +5,368.9% | +3,356.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling