+345.6%
AVGO vs WU
-27.2%
+372.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.5% | +5.5% | +3.3% |
| 7D | -0.3% | -0.8% | +0.5% | -0.2% |
| 30D | -13.8% | -1.1% | -12.7% | -13.8% |
| 3M | -6.9% | -1.8% | -5.1% | -8.0% |
| 6M | +11.9% | -23.9% | +35.9% | +15.6% |
| YTD | +6.9% | -20.4% | +27.3% | +9.5% |
| 1Y | +7.4% | -10.6% | +18.0% | +7.3% |
| 3Y | +345.6% | -27.7% | +373.3% | +344.5% |
| All | +345.6% | -27.2% | +372.8% | +344.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling