+31,416.6%
AVGO vs WAB
+1,669.4%
+29,747.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.2% |
| 7D | -3.0% | -3.2% | +0.3% | -1.3% |
| 30D | -14.4% | -4.4% | -10.0% | -12.5% |
| 3M | -14.4% | +7.9% | -22.3% | -18.2% |
| 6M | +13.1% | +8.7% | +4.4% | +7.5% |
| YTD | +3.8% | +33.0% | -29.2% | -11.4% |
| 1Y | +17.8% | +46.7% | -28.9% | -4.8% |
| 3Y | +325.3% | +153.0% | +172.3% | +162.7% |
| 5Y | +689.9% | +222.3% | +467.7% | +330.3% |
| 10Y | +2,597.0% | +291.0% | +2,306.0% | +1,054.8% |
| All | +31,416.6% | +1,669.4% | +29,747.2% | +5,768.6% |
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