+3,847.4%
ANET vs WY
+7.6%
+3,839.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.3% | +5.3% | +5.5% |
| 7D | +3.0% | -4.2% | +7.2% | +4.6% |
| 30D | -5.2% | -10.1% | +4.9% | -1.6% |
| 3M | +27.6% | -8.5% | +36.1% | +30.8% |
| 6M | +44.4% | -3.3% | +47.7% | +44.4% |
| YTD | +52.3% | -4.4% | +56.7% | +52.1% |
| 1Y | +30.4% | -11.5% | +41.9% | +33.9% |
| 3Y | +313.3% | -24.3% | +337.6% | +339.7% |
| 5Y | +810.0% | -21.3% | +831.3% | +851.1% |
| All | +3,847.4% | +7.6% | +3,839.8% | +3,263.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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