-62.0%
AVAV vs WSM
+34.5%
-96.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +3.0% | +9.6% | +11.4% |
| 7D | +3.2% | +0.9% | +2.3% | +2.9% |
| 30D | -7.4% | +8.6% | -16.0% | -10.6% |
| 3M | -32.0% | +4.2% | -36.3% | -33.1% |
| 6M | -24.6% | +44.6% | -69.2% | -37.8% |
| YTD | -47.5% | +48.5% | -96.0% | -55.6% |
| All | -62.0% | +34.5% | -96.5% | -67.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling