+2,770.9%
AVGO vs WPM
+558.4%
+2,212.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | 0.0% |
| 7D | +1.1% | -0.6% | +1.7% | +1.2% |
| 30D | -13.0% | +14.4% | -27.4% | -15.2% |
| 3M | -6.0% | +37.0% | -42.9% | -11.5% |
| 6M | +6.4% | +4.1% | +2.2% | +4.6% |
| YTD | +5.0% | +31.7% | -26.7% | -1.4% |
| 1Y | +1.4% | +44.2% | -42.8% | -6.4% |
| 3Y | +336.8% | +265.5% | +71.3% | +248.0% |
| 5Y | +698.2% | +262.5% | +435.7% | +525.2% |
| All | +2,770.9% | +558.4% | +2,212.5% | +2,107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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