+5,635.8%
AVGO vs W
+176.2%
+5,459.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | -0.2% |
| 7D | -3.0% | -4.2% | +1.2% | -2.3% |
| 30D | -14.4% | -7.6% | -6.9% | -13.4% |
| 3M | -14.4% | +37.2% | -51.6% | -20.1% |
| 6M | +13.1% | +26.3% | -13.2% | +6.3% |
| YTD | +3.8% | -1.0% | +4.8% | +1.2% |
| 1Y | +17.8% | +20.1% | -2.3% | +10.1% |
| 3Y | +325.3% | +37.8% | +287.5% | +262.7% |
| 5Y | +689.9% | -63.7% | +753.6% | +636.3% |
| 10Y | +2,597.0% | +156.3% | +2,440.7% | +1,531.2% |
| All | +5,635.8% | +176.2% | +5,459.6% | +3,380.8% |
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