+345.6%
AVGO vs WCC
+137.6%
+207.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.5% | +0.5% | +1.9% |
| 7D | -0.3% | +8.5% | -8.8% | -3.8% |
| 30D | -13.8% | -1.0% | -12.9% | -13.7% |
| 3M | -6.9% | +2.1% | -9.0% | -8.4% |
| 6M | +11.9% | +36.8% | -24.9% | -3.0% |
| YTD | +6.9% | +47.7% | -40.8% | -11.4% |
| 1Y | +7.4% | +66.5% | -59.1% | -15.6% |
| 3Y | +345.6% | +134.2% | +211.4% | +190.6% |
| All | +345.6% | +137.6% | +207.9% | +190.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling