+2,660.6%
AVGO vs NWSA
+148.1%
+2,512.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.7% | -7.4% | -5.9% |
| 7D | +18.2% | +2.2% | +16.0% | +17.0% |
| 30D | +0.2% | -8.8% | +9.0% | +3.9% |
| 3M | -16.8% | -6.5% | -10.3% | -15.0% |
| 6M | -16.5% | +1.5% | -18.0% | -18.7% |
| YTD | +0.8% | +4.0% | -3.2% | -3.7% |
| 1Y | +2.8% | +3.4% | -0.6% | -1.7% |
| 3Y | +278.5% | +34.8% | +243.7% | +217.1% |
| 5Y | +573.1% | +18.4% | +554.7% | +481.7% |
| All | +2,660.6% | +148.1% | +2,512.5% | +1,558.5% |
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