+474.0%
AVGO vs W
-54.5%
+528.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.2% | +1.0% |
| 7D | -9.9% | -3.6% | -6.3% | -9.4% |
| 30D | -22.0% | +7.0% | -29.0% | -23.1% |
| 3M | -30.0% | +7.4% | -37.4% | -31.3% |
| 6M | -30.7% | +69.3% | -100.0% | -38.7% |
| YTD | -14.7% | +11.3% | -26.0% | -19.1% |
| 1Y | -16.8% | +13.2% | -30.0% | -21.7% |
| 3Y | +244.4% | +142.0% | +102.4% | +160.7% |
| All | +474.0% | -54.5% | +528.5% | +387.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling