+31,674.6%
AVGO vs WY
+184.0%
+31,490.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | +0.2% |
| 7D | +1.0% | -3.7% | +4.7% | +2.7% |
| 30D | -13.3% | -11.3% | -2.0% | -8.7% |
| 3M | -2.9% | -8.1% | +5.3% | -0.1% |
| 6M | +5.7% | -7.4% | +13.1% | +7.8% |
| YTD | +4.6% | -4.7% | +9.3% | +4.7% |
| 1Y | -1.6% | -9.2% | +7.5% | 0.0% |
| 3Y | +336.2% | -24.7% | +360.9% | +370.7% |
| 5Y | +695.6% | -21.6% | +717.2% | +735.3% |
| 10Y | +2,827.6% | +6.7% | +2,820.9% | +2,321.3% |
| All | +31,674.6% | +184.0% | +31,490.6% | +15,803.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling