+3.3%
AVGO vs WMB
+18.2%
-14.9%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.8% | +5.4% |
| 7D | +25.0% | +8.1% | +16.9% | +23.3% |
| 30D | +2.0% | -6.9% | +8.9% | +1.7% |
| 3M | -12.3% | -5.1% | -7.2% | -12.3% |
| 6M | -12.8% | -5.7% | -7.1% | -13.0% |
| YTD | +5.9% | +18.1% | -12.2% | +6.7% |
| 1Y | +3.3% | +18.4% | -15.1% | +4.6% |
| All | +3.3% | +18.2% | -14.9% | +4.6% |
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 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