+2,856.4%
AVGO vs BBWI
-58.2%
+2,914.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.3% | +5.2% | +0.1% |
| 7D | -0.8% | -4.4% | +3.6% | 0.0% |
| 30D | -13.7% | -7.4% | -6.3% | -12.8% |
| 3M | -6.9% | -2.2% | -4.7% | -7.5% |
| 6M | +5.8% | -16.3% | +22.1% | +7.3% |
| YTD | +5.7% | -9.1% | +14.8% | +4.8% |
| 1Y | +9.0% | -34.5% | +43.5% | +14.3% |
| 3Y | +340.5% | -47.0% | +387.5% | +365.0% |
| 5Y | +711.1% | -68.8% | +779.9% | +821.1% |
| 10Y | +2,856.4% | -57.4% | +2,913.8% | +2,432.6% |
| All | +2,856.4% | -58.2% | +2,914.7% | +2,432.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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