+258.1%
AVGO vs WFC
+126.3%
+131.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.8% |
| 7D | 0.0% | +0.9% | -0.9% | -0.2% |
| 30D | -8.2% | +3.3% | -11.4% | -9.0% |
| 3M | -21.3% | -1.4% | -19.8% | -21.0% |
| 6M | -22.5% | +14.7% | -37.2% | -26.8% |
| YTD | -3.6% | -5.9% | +2.4% | -2.1% |
| 1Y | -6.7% | +1.8% | -8.5% | -8.2% |
| 3Y | +258.1% | +124.9% | +133.2% | +158.5% |
| All | +258.1% | +126.3% | +131.8% | +158.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling