+2,798.6%
AVGO vs WMB
+284.4%
+2,514.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.8% | +5.2% |
| 7D | +25.0% | +8.1% | +16.9% | +21.1% |
| 30D | +2.0% | -6.9% | +8.9% | +5.1% |
| 3M | -12.3% | -5.1% | -7.2% | -10.5% |
| 6M | -12.8% | -5.7% | -7.1% | -11.4% |
| YTD | +5.9% | +18.1% | -12.2% | -3.1% |
| 1Y | +3.3% | +18.4% | -15.1% | -5.7% |
| 3Y | +293.1% | +122.7% | +170.4% | +171.8% |
| 5Y | +606.7% | +202.0% | +404.7% | +321.9% |
| All | +2,798.6% | +284.4% | +2,514.2% | +1,233.6% |
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