+345.6%
AVGO vs WDC
+1,362.1%
-1,016.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.1% | +0.8% | +2.1% |
| 7D | -0.3% | +6.0% | -6.3% | -2.6% |
| 30D | -13.8% | +9.9% | -23.8% | -17.7% |
| 3M | -6.9% | -9.4% | +2.5% | -8.0% |
| 6M | +11.9% | +94.7% | -82.8% | -23.0% |
| YTD | +6.9% | +177.4% | -170.5% | -42.1% |
| 1Y | +7.4% | +412.6% | -405.2% | -61.0% |
| 3Y | +345.6% | +1,359.8% | -1,014.2% | -14.2% |
| All | +345.6% | +1,362.1% | -1,016.6% | -14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling