+313.3%
ANET vs WSM
+230.1%
+83.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -2.8% |
| 3M | +27.6% | +3.8% | +23.8% | +25.6% |
| 6M | +44.4% | +22.7% | +21.7% | +34.3% |
| YTD | +52.3% | +28.0% | +24.3% | +39.3% |
| 1Y | +30.4% | +12.7% | +17.7% | +23.8% |
| 3Y | +313.3% | +231.3% | +82.0% | +182.9% |
| All | +313.3% | +230.1% | +83.2% | +182.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling