+2,856.4%
AVGO vs W
+142.4%
+2,714.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -0.8% | +5.9% | -6.7% | -1.8% |
| 30D | -13.7% | -3.0% | -10.7% | -13.4% |
| 3M | -6.9% | +40.3% | -47.3% | -13.8% |
| 6M | +5.8% | +32.2% | -26.4% | -1.8% |
| YTD | +5.7% | -0.3% | +6.0% | +2.7% |
| 1Y | +9.0% | +16.2% | -7.1% | +2.0% |
| 3Y | +340.5% | +40.7% | +299.8% | +269.7% |
| 5Y | +711.1% | -62.3% | +773.4% | +651.9% |
| 10Y | +2,856.4% | +162.2% | +2,694.2% | +1,617.0% |
| All | +2,856.4% | +142.4% | +2,714.0% | +1,617.0% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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