+278.5%
AVGO vs BBWI
-24.0%
+302.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.5% | -6.2% | -5.0% |
| 7D | +18.2% | +0.1% | +18.0% | +18.1% |
| 30D | +0.2% | +12.9% | -12.7% | -1.7% |
| 3M | -16.8% | +16.0% | -32.8% | -19.1% |
| 6M | -16.5% | +16.6% | -33.1% | -19.6% |
| YTD | +0.8% | +9.7% | -8.9% | -3.1% |
| 1Y | +2.8% | +1.5% | +1.3% | -0.6% |
| 3Y | +278.5% | -21.4% | +299.9% | +284.5% |
| All | +278.5% | -24.0% | +302.5% | +284.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling