+1.4%
AVGO vs WAB
+49.7%
-48.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | -0.1% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | -13.0% | -4.1% | -8.9% | -11.5% |
| 3M | -6.0% | +8.2% | -14.1% | -9.7% |
| 6M | +6.4% | +15.4% | -9.0% | -1.7% |
| YTD | +5.0% | +33.1% | -28.2% | -9.0% |
| 1Y | +1.4% | +48.1% | -46.7% | -14.1% |
| All | +1.4% | +49.7% | -48.3% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling