+19.6%
AVAV vs WCN
+45.6%
-26.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.4% | +11.8% | +10.9% |
| 7D | -10.6% | +2.9% | -13.5% | -11.6% |
| 30D | -18.8% | +22.1% | -40.9% | -24.7% |
| 3M | -34.1% | +13.2% | -47.3% | -37.1% |
| 6M | -35.3% | +23.7% | -59.0% | -41.0% |
| YTD | -53.4% | +8.7% | -62.1% | -55.0% |
| 1Y | -65.6% | +15.3% | -81.0% | -67.9% |
| 3Y | -5.1% | +46.0% | -51.1% | -26.3% |
| All | +19.6% | +45.6% | -26.1% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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