+244.4%
AVGO vs WM
+47.1%
+197.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.2% |
| 7D | -9.9% | +1.2% | -11.1% | -9.6% |
| 30D | -22.0% | +13.1% | -35.1% | -19.5% |
| 3M | -30.0% | +3.6% | -33.7% | -29.1% |
| 6M | -30.7% | +8.1% | -38.8% | -29.2% |
| YTD | -14.7% | +8.9% | -23.6% | -12.8% |
| 1Y | -16.8% | +20.3% | -37.1% | -15.3% |
| 3Y | +244.4% | +46.2% | +198.3% | +207.9% |
| All | +244.4% | +47.1% | +197.3% | +207.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling