+3,847.4%
ANET vs WST
+344.2%
+3,503.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.6% | +5.0% | +5.4% |
| 7D | +3.0% | +1.8% | +1.2% | +2.4% |
| 30D | -5.2% | -1.7% | -3.5% | -4.7% |
| 3M | +27.6% | +4.9% | +22.7% | +25.2% |
| 6M | +44.4% | +45.5% | -1.1% | +26.2% |
| YTD | +52.3% | +26.1% | +26.2% | +39.0% |
| 1Y | +30.4% | +31.7% | -1.3% | +16.9% |
| 3Y | +313.3% | -12.1% | +325.3% | +296.4% |
| 5Y | +810.0% | -23.6% | +833.6% | +818.1% |
| All | +3,847.4% | +344.2% | +3,503.2% | +1,582.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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