+31,987.2%
AVGO vs WTW
+546.2%
+31,441.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.4% | +0.4% |
| 7D | -0.8% | -7.1% | +6.3% | +2.2% |
| 30D | -13.7% | -8.5% | -5.2% | -10.7% |
| 3M | -6.9% | +20.6% | -27.5% | -15.2% |
| 6M | +5.8% | +7.2% | -1.4% | +0.3% |
| YTD | +5.7% | -3.9% | +9.5% | +4.0% |
| 1Y | +9.0% | -3.6% | +12.6% | +6.4% |
| 3Y | +340.5% | +60.7% | +279.8% | +213.4% |
| 5Y | +711.1% | +42.2% | +668.9% | +512.5% |
| 10Y | +2,856.4% | +195.5% | +2,660.9% | +1,316.3% |
| All | +31,987.2% | +546.2% | +31,441.1% | +10,202.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling