+2,770.9%
AVGO vs WY
+7.6%
+2,763.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +1.1% | -4.2% | +5.3% | +2.9% |
| 30D | -13.0% | -10.1% | -2.9% | -9.3% |
| 3M | -6.0% | -8.5% | +2.5% | -3.4% |
| 6M | +6.4% | -3.3% | +9.7% | +6.4% |
| YTD | +5.0% | -4.4% | +9.4% | +4.8% |
| 1Y | +1.4% | -11.5% | +12.9% | +4.3% |
| 3Y | +336.8% | -24.3% | +361.1% | +368.6% |
| 5Y | +698.2% | -21.3% | +719.5% | +737.0% |
| All | +2,770.9% | +7.6% | +2,763.4% | +2,440.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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