+25,809.4%
AVGO vs WM
+1,171.2%
+24,638.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.7% |
| 7D | -9.9% | +1.2% | -11.1% | -10.6% |
| 30D | -22.0% | +13.1% | -35.1% | -27.1% |
| 3M | -30.0% | +3.6% | -33.7% | -31.9% |
| 6M | -30.7% | +8.1% | -38.8% | -35.0% |
| YTD | -14.7% | +8.9% | -23.6% | -20.9% |
| 1Y | -16.8% | +20.3% | -37.1% | -27.4% |
| 3Y | +244.4% | +46.2% | +198.3% | +156.5% |
| 5Y | +474.0% | +59.9% | +414.1% | +295.6% |
| 10Y | +2,122.6% | +345.6% | +1,777.0% | +651.3% |
| All | +25,809.4% | +1,171.2% | +24,638.2% | +4,278.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling