+2,660.6%
AVGO vs WAB
+266.7%
+2,394.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.8% | -3.9% | -4.3% |
| 7D | +18.2% | +5.1% | +13.1% | +15.4% |
| 30D | +0.2% | +4.0% | -3.8% | -1.4% |
| 3M | -16.8% | +0.1% | -16.9% | -16.7% |
| 6M | -16.5% | +12.8% | -29.2% | -21.4% |
| YTD | +0.8% | +40.1% | -39.3% | -15.1% |
| 1Y | +2.8% | +46.4% | -43.5% | -15.3% |
| 3Y | +278.5% | +167.4% | +111.2% | +138.0% |
| 5Y | +573.1% | +215.0% | +358.0% | +291.0% |
| All | +2,660.6% | +266.7% | +2,394.0% | +1,168.4% |
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