+5,537.2%
ANET vs WM
+529.4%
+5,007.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.5% | +1.8% |
| 7D | -0.8% | -0.3% | -0.5% | -0.7% |
| 30D | -1.8% | -2.4% | +0.6% | -0.8% |
| 3M | +16.7% | +0.4% | +16.3% | +14.9% |
| 6M | +43.7% | -9.5% | +53.2% | +48.4% |
| YTD | +47.9% | +0.5% | +47.4% | +44.6% |
| 1Y | +37.3% | -1.1% | +38.4% | +34.6% |
| 3Y | +292.7% | +46.0% | +246.7% | +198.4% |
| 5Y | +753.8% | +51.8% | +702.0% | +523.9% |
| 10Y | +3,730.1% | +307.5% | +3,422.6% | +1,382.2% |
| All | +5,537.2% | +529.4% | +5,007.8% | +1,551.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling