+30,355.4%
AVGO vs WAB
+1,802.8%
+28,552.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | +6.1% | +3.1% | +2.9% | +4.7% |
| 30D | -2.7% | +6.4% | -9.1% | -5.5% |
| 3M | -16.9% | +2.2% | -19.0% | -17.6% |
| 6M | -19.1% | +13.7% | -32.8% | -24.5% |
| YTD | +0.3% | +43.0% | -42.7% | -17.3% |
| 1Y | -1.2% | +47.0% | -48.2% | -19.7% |
| 3Y | +272.4% | +174.4% | +98.0% | +121.9% |
| 5Y | +579.0% | +222.2% | +356.8% | +270.4% |
| 10Y | +2,584.7% | +276.9% | +2,307.8% | +1,089.6% |
| All | +30,355.4% | +1,802.8% | +28,552.6% | +5,377.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling