+278.5%
AVGO vs WSM
+260.3%
+18.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.5% | -6.2% | -5.2% |
| 7D | +18.2% | 0.0% | +18.2% | +18.0% |
| 30D | +0.2% | +5.1% | -4.9% | -1.7% |
| 3M | -16.8% | +5.1% | -21.9% | -18.5% |
| 6M | -16.5% | +48.6% | -65.1% | -27.6% |
| YTD | +0.8% | +44.2% | -43.4% | -12.4% |
| 1Y | +2.8% | +38.1% | -35.3% | -9.5% |
| 3Y | +278.5% | +257.2% | +21.3% | +196.7% |
| All | +278.5% | +260.3% | +18.3% | +196.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 3y: compounded portfolio wealth divided by compounded WSM 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…
3y analysis · Full analysis span regression · 6 months rolling