+2,300.3%
AVGO vs WMB
+267.9%
+2,032.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.7% | +5.1% | +7.2% |
| 7D | -0.9% | -6.7% | +5.8% | +2.3% |
| 30D | -11.6% | -8.6% | -3.1% | -8.2% |
| 3M | -25.2% | -4.9% | -20.3% | -23.8% |
| 6M | -25.4% | -6.3% | -19.1% | -24.1% |
| YTD | -7.2% | +13.0% | -20.2% | -13.5% |
| 1Y | -7.9% | +14.9% | -22.8% | -14.9% |
| 3Y | +262.1% | +113.4% | +148.7% | +154.9% |
| 5Y | +525.7% | +190.2% | +335.5% | +279.7% |
| 10Y | +2,300.3% | +259.9% | +2,040.5% | +1,016.9% |
| All | +2,300.3% | +267.9% | +2,032.4% | +1,016.9% |
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