+25,809.4%
AVGO vs WST
+2,167.5%
+23,641.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.1% | +0.1% |
| 7D | -9.9% | -3.1% | -6.8% | -8.8% |
| 30D | -22.0% | +9.1% | -31.1% | -24.3% |
| 3M | -30.0% | +14.7% | -44.7% | -33.5% |
| 6M | -30.7% | +28.0% | -58.7% | -37.0% |
| YTD | -14.7% | +45.6% | -60.3% | -26.7% |
| 1Y | -16.8% | +45.7% | -62.5% | -28.7% |
| 3Y | +244.4% | +21.1% | +223.3% | +181.4% |
| 5Y | +474.0% | +0.3% | +473.7% | +395.2% |
| 10Y | +2,122.6% | +449.0% | +1,673.5% | +636.1% |
| All | +25,809.4% | +2,167.5% | +23,641.9% | +3,508.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling