+691.7%
AVGO vs WM
+52.1%
+639.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | -3.0% | -0.3% | -2.6% | -2.9% |
| 30D | -14.4% | -2.4% | -12.1% | -14.3% |
| 3M | -14.4% | +0.4% | -14.9% | -15.0% |
| 6M | +13.1% | -9.5% | +22.6% | +14.6% |
| YTD | +3.8% | +0.5% | +3.3% | +2.7% |
| 1Y | +17.8% | -1.1% | +18.9% | +16.9% |
| 3Y | +325.3% | +46.0% | +279.2% | +252.3% |
| All | +691.7% | +52.1% | +639.5% | +516.3% |
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