+262.1%
AVGO vs WM
+45.6%
+216.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.1% | +8.6% | +8.8% |
| 7D | -0.9% | -0.5% | -0.4% | -0.9% |
| 30D | -11.6% | +13.3% | -24.9% | -8.8% |
| 3M | -25.2% | +4.4% | -29.6% | -24.1% |
| 6M | -25.4% | +10.8% | -36.3% | -23.7% |
| YTD | -7.2% | +9.1% | -16.3% | -5.0% |
| 1Y | -7.9% | +19.1% | -27.0% | -6.1% |
| 3Y | +262.1% | +45.7% | +216.4% | +228.8% |
| All | +262.1% | +45.6% | +216.5% | +228.8% |
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