+339.7%
AVGO vs WSM
+232.0%
+107.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -0.8% | +2.6% | -3.4% | -1.6% |
| 30D | -13.7% | -9.3% | -4.4% | -11.0% |
| 3M | -6.9% | +7.1% | -14.0% | -9.4% |
| 6M | +5.8% | +21.7% | -15.9% | -1.8% |
| YTD | +5.7% | +28.7% | -23.1% | -4.3% |
| 1Y | +9.0% | +13.9% | -4.8% | +2.7% |
| All | +339.7% | +232.0% | +107.7% | +217.1% |
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