+297.5%
AVGO vs WCC
+138.4%
+159.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.6% | +5.5% |
| 7D | +25.0% | +14.2% | +10.8% | +17.8% |
| 30D | +2.0% | -9.8% | +11.8% | +6.5% |
| 3M | -12.3% | -10.1% | -2.1% | -8.5% |
| 6M | -12.8% | -9.4% | -3.4% | -9.7% |
| YTD | +5.9% | +34.4% | -28.5% | -8.9% |
| 1Y | +3.3% | +23.3% | -19.9% | -7.3% |
| All | +297.5% | +138.4% | +159.1% | +132.9% |
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