+3,494.0%
ANET vs WM
+330.8%
+3,163.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.5% |
| 7D | +15.5% | +3.2% | +12.3% | +14.2% |
| 30D | +1.0% | +13.0% | -12.1% | -4.5% |
| 3M | -3.1% | +9.2% | -12.3% | -7.3% |
| 6M | +40.2% | +13.6% | +26.6% | +30.0% |
| YTD | +50.6% | +12.4% | +38.2% | +39.6% |
| 1Y | +51.4% | +21.2% | +30.2% | +34.6% |
| 3Y | +275.3% | +48.7% | +226.6% | +186.6% |
| 5Y | +500.3% | +61.9% | +438.5% | +327.6% |
| All | +3,494.0% | +330.8% | +3,163.3% | +1,040.4% |
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