+30,513.3%
AVGO vs WFC
+367.8%
+30,145.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.3% | -5.1% | -4.9% |
| 7D | +18.2% | +2.5% | +15.6% | +16.9% |
| 30D | +0.2% | +7.0% | -6.8% | -2.7% |
| 3M | -16.8% | -1.8% | -15.0% | -16.4% |
| 6M | -16.5% | +18.4% | -34.9% | -23.3% |
| YTD | +0.8% | -5.6% | +6.4% | +1.7% |
| 1Y | +2.8% | +3.9% | -1.1% | -0.7% |
| 3Y | +278.5% | +126.3% | +152.2% | +150.8% |
| 5Y | +573.1% | +91.1% | +481.9% | +369.5% |
| 10Y | +2,598.7% | +118.5% | +2,480.1% | +1,504.8% |
| All | +30,513.3% | +367.8% | +30,145.5% | +12,134.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling