+241.9%
AVGO vs SW
+40.4%
+201.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -1.5% | -8.9% | -10.1% |
| 7D | -15.5% | +4.7% | -20.2% | -16.3% |
| 30D | -22.4% | +5.0% | -27.4% | -23.3% |
| 3M | -30.2% | -7.3% | -22.8% | -29.3% |
| 6M | -31.6% | +15.0% | -46.5% | -34.3% |
| YTD | -15.3% | +18.5% | -33.8% | -20.5% |
| 1Y | -18.2% | +27.1% | -45.3% | -24.6% |
| All | +241.9% | +40.4% | +201.5% | +239.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling