+9.0%
AVGO vs WMB
+35.6%
-26.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.2% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | -13.7% | +4.6% | -18.3% | -13.4% |
| 3M | -6.9% | +5.7% | -12.7% | -6.7% |
| 6M | +5.8% | +4.2% | +1.6% | +5.9% |
| YTD | +5.7% | +26.8% | -21.2% | +5.0% |
| 1Y | +9.0% | +34.7% | -25.7% | +5.2% |
| All | +9.0% | +35.6% | -26.5% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling