+474.0%
AVGO vs WMB
+178.0%
+296.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -9.9% | -13.8% | +3.9% | -4.5% |
| 30D | -22.0% | -10.3% | -11.7% | -18.7% |
| 3M | -30.0% | -10.1% | -20.0% | -27.3% |
| 6M | -30.7% | -11.8% | -18.9% | -27.9% |
| YTD | -14.7% | +8.9% | -23.6% | -19.7% |
| 1Y | -16.8% | +14.0% | -30.8% | -23.5% |
| 3Y | +244.4% | +100.5% | +143.9% | +154.4% |
| All | +474.0% | +178.0% | +296.0% | +293.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling