+2,660.6%
AVGO vs WFC
+117.8%
+2,542.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.3% | -5.1% | -4.9% |
| 7D | +18.2% | +2.5% | +15.6% | +17.1% |
| 30D | +0.2% | +7.0% | -6.8% | -2.3% |
| 3M | -16.8% | -1.8% | -15.0% | -16.5% |
| 6M | -16.5% | +18.4% | -34.9% | -22.5% |
| YTD | +0.8% | -5.6% | +6.4% | +1.7% |
| 1Y | +2.8% | +3.9% | -1.1% | -0.2% |
| 3Y | +278.5% | +126.3% | +152.2% | +164.2% |
| 5Y | +573.1% | +91.1% | +481.9% | +392.1% |
| All | +2,660.6% | +117.8% | +2,542.8% | +1,758.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 WFC 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