+32,043.9%
AVGO vs WAT
+796.3%
+31,247.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.8% | +7.4% | +6.4% |
| 7D | +25.0% | +2.0% | +23.0% | +23.8% |
| 30D | +2.0% | +7.7% | -5.7% | -1.3% |
| 3M | -12.3% | +11.1% | -23.3% | -16.6% |
| 6M | -12.8% | +31.2% | -44.0% | -23.7% |
| YTD | +5.9% | +21.7% | -15.8% | -6.0% |
| 1Y | +3.3% | +19.3% | -16.0% | -7.3% |
| 3Y | +293.1% | +80.6% | +212.5% | +165.7% |
| 5Y | +606.7% | +29.5% | +577.2% | +454.5% |
| 10Y | +2,733.6% | +225.3% | +2,508.3% | +1,130.6% |
| All | +32,043.9% | +796.3% | +31,247.7% | +8,127.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling