+3,664.2%
ANET vs WM
+331.3%
+3,332.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.6% | +3.5% | +4.4% |
| 7D | +29.8% | +1.2% | +28.6% | +29.2% |
| 30D | +1.0% | +15.2% | -14.2% | -5.3% |
| 3M | -1.8% | +8.3% | -10.2% | -5.7% |
| 6M | +45.0% | +13.1% | +31.8% | +34.7% |
| YTD | +57.7% | +12.5% | +45.2% | +46.1% |
| 1Y | +53.1% | +21.8% | +31.3% | +35.8% |
| 3Y | +299.6% | +48.8% | +250.8% | +205.1% |
| 5Y | +528.8% | +62.1% | +466.7% | +347.6% |
| All | +3,664.2% | +331.3% | +3,332.9% | +1,093.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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