+5,706.3%
ANET vs WSM
+776.5%
+4,929.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +35.0% |
| YTD | +52.3% | +28.0% | +24.3% | +40.3% |
| 1Y | +30.4% | +12.7% | +17.7% | +24.2% |
| 3Y | +313.3% | +231.3% | +82.0% | +178.4% |
| 5Y | +810.0% | +177.2% | +632.8% | +521.0% |
| 10Y | +3,903.8% | +1,065.8% | +2,838.0% | +1,600.6% |
| All | +5,706.3% | +776.5% | +4,929.7% | +2,502.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling