+2,770.9%
AVGO vs WBD
+15.0%
+2,756.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +1.1% | -0.7% | +1.9% | +1.3% |
| 30D | -13.0% | +1.4% | -14.4% | -13.2% |
| 3M | -6.0% | +4.4% | -10.4% | -6.8% |
| 6M | +6.4% | +0.8% | +5.5% | +6.1% |
| YTD | +5.0% | -2.7% | +7.7% | +5.4% |
| 1Y | +1.4% | +73.4% | -72.0% | -8.9% |
| 3Y | +336.8% | +142.1% | +194.7% | +250.2% |
| 5Y | +698.2% | +7.2% | +691.0% | +611.9% |
| All | +2,770.9% | +15.0% | +2,756.0% | +2,200.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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