+2,856.4%
AVGO vs WMB
+315.8%
+2,540.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | -0.8% | 0.0% | -0.8% | -0.7% |
| 30D | -13.7% | +4.6% | -18.3% | -15.6% |
| 3M | -6.9% | +5.7% | -12.7% | -9.7% |
| 6M | +5.8% | +4.2% | +1.6% | +2.9% |
| YTD | +5.7% | +26.8% | -21.2% | -6.1% |
| 1Y | +9.0% | +34.7% | -25.7% | -6.2% |
| 3Y | +340.5% | +146.8% | +193.7% | +192.2% |
| 5Y | +711.1% | +285.0% | +426.0% | +336.6% |
| 10Y | +2,856.4% | +313.2% | +2,543.2% | +1,230.2% |
| All | +2,856.4% | +315.8% | +2,540.6% | +1,230.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 10y: compounded portfolio wealth divided by compounded WMB 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…
10y analysis · Full analysis span regression · 6 months rolling