+2,798.6%
AVGO vs WAB
+269.8%
+2,528.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.8% | +6.1% |
| 7D | +25.0% | +7.9% | +17.1% | +20.4% |
| 30D | +2.0% | +4.9% | -2.9% | -0.1% |
| 3M | -12.3% | +1.8% | -14.1% | -12.9% |
| 6M | -12.8% | +12.0% | -24.8% | -17.7% |
| YTD | +5.9% | +41.3% | -35.4% | -11.3% |
| 1Y | +3.3% | +43.8% | -40.5% | -14.1% |
| 3Y | +293.1% | +171.1% | +122.0% | +145.5% |
| 5Y | +606.7% | +217.7% | +389.0% | +308.7% |
| All | +2,798.6% | +269.8% | +2,528.8% | +1,225.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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