+5,230.1%
AVGO vs W
+212.6%
+5,017.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.7% | +7.6% | +4.6% |
| 7D | 0.0% | +1.1% | -1.1% | -0.3% |
| 30D | -8.2% | +6.4% | -14.6% | -9.3% |
| 3M | -21.3% | +9.0% | -30.2% | -22.8% |
| 6M | -22.5% | +69.8% | -92.3% | -30.7% |
| YTD | -3.6% | +12.1% | -15.6% | -8.2% |
| 1Y | -6.7% | 0.0% | -6.7% | -9.7% |
| 3Y | +258.1% | +160.3% | +97.8% | +176.7% |
| 5Y | +560.9% | -53.3% | +614.2% | +490.8% |
| 10Y | +2,475.6% | +217.0% | +2,258.7% | +1,408.4% |
| All | +5,230.1% | +212.6% | +5,017.6% | +3,057.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling