+31,416.6%
AVGO vs WM
+1,073.1%
+30,343.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.8% |
| 7D | -3.0% | -0.3% | -2.6% | -2.8% |
| 30D | -14.4% | -2.4% | -12.1% | -13.5% |
| 3M | -14.4% | +0.4% | -14.9% | -15.8% |
| 6M | +13.1% | -9.5% | +22.6% | +17.0% |
| YTD | +3.8% | +0.5% | +3.3% | +1.0% |
| 1Y | +17.8% | -1.1% | +18.9% | +14.3% |
| 3Y | +325.3% | +46.0% | +279.2% | +214.3% |
| 5Y | +689.9% | +51.8% | +638.1% | +459.6% |
| 10Y | +2,597.0% | +307.5% | +2,289.5% | +861.4% |
| All | +31,416.6% | +1,073.1% | +30,343.5% | +5,488.0% |
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