+2,770.9%
AVGO vs WMT
+436.6%
+2,334.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.1% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | -13.0% | -7.4% | -5.6% | -11.2% |
| 3M | -6.0% | -10.9% | +4.9% | -3.2% |
| 6M | +6.4% | -12.7% | +19.0% | +9.7% |
| YTD | +5.0% | -3.2% | +8.2% | +3.9% |
| 1Y | +1.4% | +5.3% | -3.9% | -3.4% |
| 3Y | +336.8% | +101.9% | +235.0% | +219.4% |
| 5Y | +698.2% | +134.6% | +563.6% | +442.2% |
| All | +2,770.9% | +436.6% | +2,334.3% | +1,486.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WMT.
Daily Out/Under-Performance
Portfolio return minus WMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMT 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 WMT 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