+504.5%
AVAV vs WCN
+1,410.6%
-906.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.1% |
| 7D | -2.2% | -0.6% | -1.6% | -1.9% |
| 30D | -13.9% | +0.4% | -14.4% | -14.1% |
| 3M | -29.2% | +7.3% | -36.6% | -32.5% |
| 6M | -36.1% | -2.5% | -33.6% | -36.2% |
| YTD | -40.2% | -5.4% | -34.8% | -39.5% |
| 1Y | -36.2% | -8.5% | -27.8% | -34.6% |
| 3Y | +47.5% | +20.8% | +26.7% | +27.3% |
| 5Y | +39.3% | +30.0% | +9.3% | +14.6% |
| 10Y | +482.6% | +238.4% | +244.2% | +185.8% |
| All | +504.5% | +1,410.6% | -906.1% | +37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling