+695.6%
AVGO vs WSM
+171.2%
+524.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.4% |
| 7D | +1.0% | +0.4% | +0.6% | +0.9% |
| 30D | -13.3% | -10.7% | -2.6% | -10.1% |
| 3M | -2.9% | +8.5% | -11.4% | -5.9% |
| 6M | +5.7% | +19.6% | -13.9% | -1.3% |
| YTD | +4.6% | +26.6% | -22.0% | -4.6% |
| 1Y | -1.6% | +12.0% | -13.6% | -6.8% |
| 3Y | +336.2% | +226.6% | +109.6% | +183.8% |
| 5Y | +695.6% | +174.1% | +521.5% | +411.4% |
| All | +695.6% | +171.2% | +524.5% | +411.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling