+474.0%
AVGO vs WM
+59.1%
+414.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.8% |
| 7D | -9.9% | +1.2% | -11.1% | -10.0% |
| 30D | -22.0% | +13.1% | -35.1% | -22.5% |
| 3M | -30.0% | +3.6% | -33.7% | -30.1% |
| 6M | -30.7% | +8.1% | -38.8% | -31.4% |
| YTD | -14.7% | +8.9% | -23.6% | -15.9% |
| 1Y | -16.8% | +20.3% | -37.1% | -20.2% |
| 3Y | +244.4% | +46.2% | +198.3% | +195.3% |
| All | +474.0% | +59.1% | +414.9% | +362.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling