+278.5%
AVGO vs WCN
+52.1%
+226.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.8% | -4.8% |
| 7D | +18.2% | +2.6% | +15.6% | +18.5% |
| 30D | +0.2% | +23.9% | -23.7% | +2.7% |
| 3M | -16.8% | +17.4% | -34.2% | -15.1% |
| 6M | -16.5% | +28.0% | -44.5% | -15.0% |
| YTD | +0.8% | +11.6% | -10.7% | +4.4% |
| 1Y | +2.8% | +16.9% | -14.0% | +5.6% |
| 3Y | +278.5% | +51.6% | +227.0% | +213.5% |
| All | +278.5% | +52.1% | +226.4% | +213.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling