+25,618.8%
AVGO vs WM
+1,198.2%
+24,420.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +1.2% | -11.6% | -11.0% |
| 7D | -15.5% | +4.5% | -20.0% | -17.4% |
| 30D | -22.4% | +16.1% | -38.5% | -28.4% |
| 3M | -30.2% | +8.0% | -38.2% | -33.4% |
| 6M | -31.6% | +8.4% | -40.0% | -35.8% |
| YTD | -15.3% | +11.2% | -26.5% | -22.2% |
| 1Y | -18.2% | +22.3% | -40.5% | -29.2% |
| 3Y | +241.2% | +50.2% | +190.9% | +150.6% |
| 5Y | +469.8% | +63.3% | +406.5% | +288.9% |
| 10Y | +2,106.2% | +355.0% | +1,751.2% | +638.6% |
| All | +25,618.8% | +1,198.2% | +24,420.6% | +4,204.3% |
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 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