+2,798.6%
AVGO vs WFC
+117.1%
+2,681.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.6% | +5.6% |
| 7D | +25.0% | +1.7% | +23.3% | +24.2% |
| 30D | +2.0% | +6.8% | -4.9% | -0.5% |
| 3M | -12.3% | -3.0% | -9.3% | -11.5% |
| 6M | -12.8% | +15.4% | -28.2% | -18.3% |
| YTD | +5.9% | -5.9% | +11.8% | +6.9% |
| 1Y | +3.3% | +1.7% | +1.7% | +1.2% |
| 3Y | +293.1% | +124.9% | +168.2% | +175.0% |
| 5Y | +606.7% | +90.5% | +516.2% | +417.4% |
| All | +2,798.6% | +117.1% | +2,681.6% | +1,854.0% |
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