+2,770.9%
AVGO vs WDC
+1,221.6%
+1,549.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +1.5% |
| 7D | +1.1% | -4.3% | +5.5% | +2.9% |
| 30D | -13.0% | -1.5% | -11.5% | -13.2% |
| 3M | -6.0% | -15.5% | +9.5% | -4.1% |
| 6M | +6.4% | +66.5% | -60.1% | -19.8% |
| YTD | +5.0% | +159.9% | -154.9% | -37.2% |
| 1Y | +1.4% | +366.0% | -364.6% | -54.3% |
| 3Y | +336.8% | +1,285.8% | -949.0% | +20.6% |
| 5Y | +698.2% | +925.6% | -227.4% | +138.6% |
| All | +2,770.9% | +1,221.6% | +1,549.3% | +603.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WDC.
Daily Out/Under-Performance
Portfolio return minus WDC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDC 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 WDC 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