+2,761.7%
AVGO vs WCN
+235.2%
+2,526.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.5% |
| 7D | +1.0% | -4.4% | +5.4% | +3.1% |
| 30D | -13.3% | -4.4% | -8.8% | -11.6% |
| 3M | -2.9% | +0.5% | -3.3% | -4.2% |
| 6M | +5.7% | -3.3% | +9.0% | +5.4% |
| YTD | +4.6% | -8.5% | +13.1% | +7.1% |
| 1Y | -1.6% | -8.9% | +7.3% | +0.2% |
| 3Y | +336.2% | +18.0% | +318.2% | +267.3% |
| 5Y | +695.6% | +25.0% | +670.6% | +533.9% |
| All | +2,761.7% | +235.2% | +2,526.5% | +1,207.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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