+2,755.4%
AVGO vs WST
+321.8%
+2,433.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.6% | +3.2% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | -13.8% | -4.6% | -9.2% | -12.7% |
| 3M | -6.9% | +5.7% | -12.6% | -8.7% |
| 6M | +11.9% | +37.6% | -25.6% | +1.0% |
| YTD | +6.9% | +23.0% | -16.2% | -0.6% |
| 1Y | +7.4% | +33.8% | -26.4% | -3.3% |
| 3Y | +345.6% | -13.4% | +358.9% | +328.1% |
| 5Y | +718.9% | -27.0% | +745.8% | +721.5% |
| 10Y | +2,755.4% | +324.5% | +2,430.8% | +1,258.0% |
| All | +2,755.4% | +321.8% | +2,433.5% | +1,258.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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