+2,062.4%
AVGO vs SW
+182.7%
+1,879.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.7% | +0.8% |
| 7D | -9.9% | +2.3% | -12.3% | -10.1% |
| 30D | -22.0% | +6.8% | -28.8% | -22.6% |
| 3M | -30.0% | -5.2% | -24.8% | -29.8% |
| 6M | -30.7% | +7.4% | -38.2% | -31.5% |
| YTD | -14.7% | +17.4% | -32.1% | -16.8% |
| 1Y | -16.8% | +27.1% | -43.9% | -19.6% |
| 3Y | +244.4% | +47.9% | +196.6% | +230.6% |
| 5Y | +474.0% | -2.6% | +476.6% | +456.2% |
| All | +2,062.4% | +182.7% | +1,879.7% | +1,839.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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