+2,761.7%
AVGO vs WU
-39.5%
+2,801.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | +1.0% | -5.0% | +6.0% | +2.6% |
| 30D | -13.3% | -2.3% | -11.0% | -12.8% |
| 3M | -2.9% | -3.2% | +0.3% | -3.7% |
| 6M | +5.7% | -25.0% | +30.8% | +14.3% |
| YTD | +4.6% | -21.7% | +26.3% | +11.0% |
| 1Y | -1.6% | -9.0% | +7.3% | -1.8% |
| 3Y | +336.2% | -28.9% | +365.1% | +362.7% |
| 5Y | +695.6% | -51.0% | +746.7% | +862.4% |
| All | +2,761.7% | -39.5% | +2,801.2% | +2,904.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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