+358.4%
AVAV vs WCC
+457.1%
-98.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +2.2% | +8.3% | +9.8% |
| 7D | -10.6% | -14.7% | +4.1% | -6.0% |
| 30D | -18.8% | -20.1% | +1.3% | -13.1% |
| 3M | -34.1% | -21.2% | -12.9% | -29.4% |
| 6M | -35.3% | -19.2% | -16.2% | -31.8% |
| YTD | -53.4% | +20.2% | -73.6% | -56.7% |
| 1Y | -65.6% | +14.5% | -80.1% | -67.7% |
| 3Y | -5.1% | +115.1% | -120.2% | -29.8% |
| 5Y | +18.5% | +121.5% | -103.0% | -18.4% |
| All | +358.4% | +457.1% | -98.8% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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