+28,613.9%
AVGO vs SW
+1,346.5%
+27,267.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.1% | -6.1% | -2.3% |
| 7D | -7.5% | +12.1% | -19.5% | -8.3% |
| 30D | -10.2% | +6.6% | -16.8% | -10.7% |
| 3M | -22.0% | -6.0% | -16.0% | -21.8% |
| 6M | -21.6% | +21.5% | -43.1% | -22.9% |
| YTD | -5.4% | +20.3% | -25.8% | -7.3% |
| 1Y | -6.8% | +28.1% | -35.0% | -9.1% |
| 3Y | +280.9% | +51.6% | +229.3% | +269.0% |
| 5Y | +548.1% | -0.1% | +548.2% | +532.0% |
| 10Y | +2,363.2% | +189.7% | +2,173.4% | +2,172.0% |
| All | +28,613.9% | +1,346.5% | +27,267.4% | +26,733.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling