+3,847.4%
ANET vs WM
+305.7%
+3,541.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.2% | +5.8% | +5.7% |
| 7D | +3.0% | -2.1% | +5.1% | +3.9% |
| 30D | -5.2% | -5.3% | +0.1% | -3.0% |
| 3M | +27.6% | -2.0% | +29.6% | +27.2% |
| 6M | +44.4% | -8.6% | +53.0% | +48.2% |
| YTD | +52.3% | -1.6% | +53.9% | +50.3% |
| 1Y | +30.4% | -1.2% | +31.6% | +27.8% |
| 3Y | +313.3% | +41.9% | +271.3% | +218.1% |
| 5Y | +810.0% | +49.6% | +760.5% | +566.6% |
| All | +3,847.4% | +305.7% | +3,541.7% | +1,385.8% |
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