+27.7%
AVAV vs WCN
+48.0%
-20.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.8% | -2.8% |
| 7D | +4.2% | +2.6% | +1.6% | +3.4% |
| 30D | -2.6% | +23.9% | -26.5% | -10.0% |
| 3M | -38.0% | +17.4% | -55.4% | -41.6% |
| 6M | -27.0% | +28.0% | -55.0% | -34.2% |
| YTD | -51.4% | +11.6% | -63.0% | -53.5% |
| 1Y | -60.2% | +16.9% | -77.1% | -62.9% |
| 3Y | -6.7% | +51.6% | -58.3% | -28.8% |
| All | +27.7% | +48.0% | -20.3% | -8.6% |
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