+28,084.6%
AVGO vs WAT
+824.4%
+27,260.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.2% | +4.6% | +6.8% |
| 7D | -0.9% | +6.0% | -6.9% | -3.3% |
| 30D | -11.6% | +9.9% | -21.5% | -15.2% |
| 3M | -25.2% | +17.2% | -42.3% | -30.6% |
| 6M | -25.4% | +34.2% | -59.7% | -35.4% |
| YTD | -7.2% | +25.5% | -32.7% | -18.7% |
| 1Y | -7.9% | +28.3% | -36.1% | -20.1% |
| 3Y | +262.1% | +88.4% | +173.8% | +140.0% |
| 5Y | +525.7% | +36.1% | +489.5% | +378.9% |
| 10Y | +2,300.3% | +234.8% | +2,065.5% | +929.3% |
| All | +28,084.6% | +824.4% | +27,260.2% | +7,015.8% |
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