+2,770.9%
AVGO vs WTW
+198.0%
+2,572.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | +1.1% | -5.7% | +6.9% | +3.1% |
| 30D | -13.0% | -7.3% | -5.7% | -10.9% |
| 3M | -6.0% | +21.5% | -27.4% | -13.1% |
| 6M | +6.4% | +9.6% | -3.3% | +1.0% |
| YTD | +5.0% | -3.3% | +8.3% | +3.8% |
| 1Y | +1.4% | -6.1% | +7.5% | +1.1% |
| 3Y | +336.8% | +61.8% | +275.0% | +216.4% |
| 5Y | +698.2% | +42.7% | +655.5% | +513.2% |
| All | +2,770.9% | +198.0% | +2,572.9% | +1,541.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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