+31,416.6%
AVGO vs WFC
+386.2%
+31,030.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | -3.0% | +3.8% | -6.7% | -4.5% |
| 30D | -14.4% | +1.5% | -15.9% | -15.1% |
| 3M | -14.4% | +10.9% | -25.3% | -18.7% |
| 6M | +13.1% | +8.4% | +4.7% | +7.8% |
| YTD | +3.8% | -1.9% | +5.7% | +3.2% |
| 1Y | +17.8% | +12.3% | +5.4% | +9.5% |
| 3Y | +325.3% | +132.3% | +192.9% | +178.6% |
| 5Y | +689.9% | +130.1% | +559.9% | +406.3% |
| 10Y | +2,597.0% | +134.4% | +2,462.6% | +1,444.8% |
| All | +31,416.6% | +386.2% | +31,030.4% | +12,315.1% |
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