+711.1%
AVGO vs NWSA
+40.1%
+671.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.0% |
| 7D | -0.8% | -3.1% | +2.3% | +0.4% |
| 30D | -13.7% | +4.3% | -18.0% | -15.3% |
| 3M | -6.9% | +9.2% | -16.2% | -11.0% |
| 6M | +5.8% | +21.6% | -15.8% | -4.4% |
| YTD | +5.7% | +14.2% | -8.5% | -2.1% |
| 1Y | +9.0% | +1.8% | +7.3% | +6.3% |
| 3Y | +340.5% | +44.4% | +296.1% | +256.8% |
| 5Y | +711.1% | +41.0% | +670.1% | +538.2% |
| All | +711.1% | +40.1% | +671.0% | +538.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling