+508.8%
AVAV vs WSM
+1,015.9%
-507.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +3.2% | +2.6% | +0.6% | +2.4% |
| 30D | -20.3% | -9.5% | -10.8% | -17.9% |
| 3M | -19.4% | +12.9% | -32.3% | -22.6% |
| 6M | -35.3% | +23.0% | -58.3% | -39.3% |
| YTD | -38.5% | +28.9% | -67.4% | -43.0% |
| 1Y | -37.2% | +13.7% | -50.9% | -39.9% |
| 3Y | +31.1% | +232.6% | -201.5% | -12.2% |
| 5Y | +41.0% | +185.9% | -144.8% | -6.3% |
| 10Y | +508.8% | +998.6% | -489.9% | +133.3% |
| All | +508.8% | +1,015.9% | -507.1% | +133.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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