+2,856.4%
AVGO vs WAT
+156.2%
+2,700.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | -0.8% | -1.8% | +1.0% | -0.1% |
| 30D | -13.7% | -1.7% | -12.0% | -13.3% |
| 3M | -6.9% | +9.1% | -16.0% | -10.5% |
| 6M | +5.8% | +32.4% | -26.7% | -6.9% |
| YTD | +5.7% | +6.6% | -0.9% | +0.7% |
| 1Y | +9.0% | +34.7% | -25.7% | -7.0% |
| 3Y | +340.5% | +53.6% | +286.9% | +231.2% |
| 5Y | +711.1% | -4.1% | +715.1% | +661.0% |
| 10Y | +2,856.4% | +167.9% | +2,688.6% | +1,476.0% |
| All | +2,856.4% | +156.2% | +2,700.2% | +1,476.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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