+345.6%
AVGO vs WEC
+42.2%
+303.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.9% | +3.5% |
| 7D | -0.3% | +0.8% | -1.1% | +0.1% |
| 30D | -13.8% | +0.3% | -14.2% | -13.6% |
| 3M | -6.9% | -2.9% | -4.0% | -8.1% |
| 6M | +11.9% | -5.9% | +17.9% | +9.4% |
| YTD | +6.9% | +4.1% | +2.7% | +9.6% |
| 1Y | +7.4% | +3.1% | +4.3% | +10.0% |
| 3Y | +345.6% | +40.8% | +304.8% | +446.6% |
| All | +345.6% | +42.2% | +303.4% | +446.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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