+2,761.7%
AVGO vs WCC
+518.6%
+2,243.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.3% | +0.3% |
| 7D | +1.0% | +1.7% | -0.6% | +0.3% |
| 30D | -13.3% | -6.1% | -7.2% | -11.3% |
| 3M | -2.9% | +3.1% | -6.0% | -4.5% |
| 6M | +5.7% | +28.2% | -22.5% | -4.7% |
| YTD | +4.6% | +41.1% | -36.5% | -9.7% |
| 1Y | -1.6% | +61.3% | -62.9% | -19.6% |
| 3Y | +336.2% | +123.6% | +212.6% | +202.2% |
| 5Y | +695.6% | +214.8% | +480.9% | +364.5% |
| All | +2,761.7% | +518.6% | +2,243.2% | +981.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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