+31,416.6%
AVGO vs WSM
+4,278.1%
+27,138.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.5% |
| 7D | -3.0% | -3.3% | +0.3% | -2.0% |
| 30D | -14.4% | -8.4% | -6.0% | -12.1% |
| 3M | -14.4% | +9.7% | -24.1% | -17.3% |
| 6M | +13.1% | +16.7% | -3.6% | +6.7% |
| YTD | +3.8% | +28.7% | -24.9% | -5.5% |
| 1Y | +17.8% | +13.7% | +4.1% | +11.3% |
| 3Y | +325.3% | +230.1% | +95.2% | +174.7% |
| 5Y | +689.9% | +179.0% | +511.0% | +414.3% |
| 10Y | +2,597.0% | +1,002.5% | +1,594.5% | +880.5% |
| All | +31,416.6% | +4,278.1% | +27,138.5% | +7,181.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling