+718.9%
AVGO vs WFC
+125.2%
+593.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.2% | +5.2% | +3.8% |
| 7D | -0.3% | +1.1% | -1.4% | -0.8% |
| 30D | -13.8% | +0.8% | -14.7% | -14.2% |
| 3M | -6.9% | +9.3% | -16.2% | -10.5% |
| 6M | +11.9% | +10.6% | +1.3% | +6.5% |
| YTD | +6.9% | -4.1% | +11.0% | +7.6% |
| 1Y | +7.4% | +13.6% | -6.2% | +0.3% |
| 3Y | +345.6% | +130.7% | +214.8% | +202.8% |
| 5Y | +718.9% | +126.7% | +592.2% | +459.0% |
| All | +718.9% | +125.2% | +593.7% | +459.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling