+2,770.9%
AVGO vs NWSA
+149.4%
+2,621.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +1.1% | -2.8% | +3.9% | +2.3% |
| 30D | -13.0% | +3.0% | -16.0% | -14.2% |
| 3M | -6.0% | +12.3% | -18.3% | -11.3% |
| 6M | +6.4% | +21.9% | -15.5% | -3.9% |
| YTD | +5.0% | +13.6% | -8.6% | -2.7% |
| 1Y | +1.4% | +0.5% | +0.9% | -1.2% |
| 3Y | +336.8% | +43.8% | +293.1% | +259.1% |
| 5Y | +698.2% | +41.2% | +657.0% | +544.4% |
| All | +2,770.9% | +149.4% | +2,621.6% | +1,634.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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