+570.0%
AVGO vs WY
-31.4%
+601.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.7% | -6.5% | -5.3% |
| 7D | +18.2% | -0.8% | +19.0% | +18.4% |
| 30D | +0.2% | +10.1% | -9.9% | -3.5% |
| 3M | -16.8% | -15.4% | -1.4% | -12.3% |
| 6M | -16.5% | -8.3% | -8.2% | -15.3% |
| YTD | +0.8% | -9.8% | +10.6% | +1.9% |
| 1Y | +2.8% | -3.9% | +6.7% | +0.6% |
| 3Y | +278.5% | -23.3% | +301.9% | +294.2% |
| All | +570.0% | -31.4% | +601.4% | +669.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling