+5,571.6%
ANET vs WST
+728.6%
+4,843.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | +3.0% | -0.3% | +3.3% | +3.1% |
| 30D | +3.3% | -4.6% | +7.9% | +5.0% |
| 3M | +24.7% | +5.7% | +19.0% | +21.7% |
| 6M | +46.7% | +37.6% | +9.1% | +29.2% |
| YTD | +48.8% | +23.0% | +25.7% | +35.8% |
| 1Y | +39.2% | +33.8% | +5.4% | +22.9% |
| 3Y | +296.9% | -13.4% | +310.3% | +278.7% |
| 5Y | +767.5% | -27.0% | +794.5% | +784.6% |
| 10Y | +3,734.5% | +324.5% | +3,410.0% | +1,308.3% |
| All | +5,571.6% | +728.6% | +4,843.0% | +1,203.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling