+2,475.6%
AVGO vs WST
+446.4%
+2,029.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +4.0% |
| 7D | 0.0% | +1.4% | -1.4% | -0.3% |
| 30D | -8.2% | +12.7% | -20.9% | -11.1% |
| 3M | -21.3% | +17.2% | -38.4% | -24.8% |
| 6M | -22.5% | +26.7% | -49.2% | -27.9% |
| YTD | -3.6% | +50.3% | -53.8% | -15.3% |
| 1Y | -6.7% | +50.2% | -56.9% | -18.2% |
| 3Y | +258.1% | +21.7% | +236.4% | +206.2% |
| 5Y | +560.9% | +2.0% | +558.8% | +491.4% |
| 10Y | +2,475.6% | +451.1% | +2,024.5% | +977.7% |
| All | +2,475.6% | +446.4% | +2,029.2% | +977.7% |
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