+3,847.4%
ANET vs WSM
+1,071.8%
+2,775.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.1% | +4.5% | +5.3% |
| 7D | +3.0% | -0.5% | +3.5% | +3.2% |
| 30D | -5.2% | -7.7% | +2.5% | -2.9% |
| 3M | +27.6% | +3.8% | +23.8% | +25.8% |
| 6M | +44.4% | +22.7% | +21.7% | +34.9% |
| YTD | +52.3% | +28.0% | +24.3% | +40.0% |
| 1Y | +30.4% | +12.7% | +17.7% | +24.1% |
| 3Y | +313.3% | +231.3% | +82.0% | +176.2% |
| 5Y | +810.0% | +177.2% | +632.8% | +516.1% |
| All | +3,847.4% | +1,071.8% | +2,775.6% | +1,619.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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