+2,300.3%
AVGO vs WM
+337.2%
+1,963.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.1% | +8.6% | +8.7% |
| 7D | -0.9% | -0.5% | -0.4% | -0.8% |
| 30D | -11.6% | +13.3% | -24.9% | -16.2% |
| 3M | -25.2% | +4.4% | -29.6% | -26.9% |
| 6M | -25.4% | +10.8% | -36.3% | -29.8% |
| YTD | -7.2% | +9.1% | -16.3% | -12.6% |
| 1Y | -7.9% | +19.1% | -27.0% | -17.3% |
| 3Y | +262.1% | +45.7% | +216.4% | +179.1% |
| 5Y | +525.7% | +60.4% | +465.3% | +346.4% |
| 10Y | +2,300.3% | +328.7% | +1,971.6% | +885.1% |
| All | +2,300.3% | +337.2% | +1,963.1% | +885.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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