+19.6%
AVAV vs WSM
+168.7%
-149.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.8% | +12.2% | +11.0% |
| 7D | -10.6% | +0.5% | -11.1% | -10.9% |
| 30D | -18.8% | +6.0% | -24.8% | -20.3% |
| 3M | -34.1% | +3.2% | -37.3% | -34.9% |
| 6M | -35.3% | +37.1% | -72.4% | -41.4% |
| YTD | -53.4% | +44.2% | -97.6% | -58.2% |
| 1Y | -65.6% | +34.2% | -99.9% | -68.7% |
| 3Y | -5.1% | +249.3% | -254.3% | -36.1% |
| All | +19.6% | +168.7% | -149.1% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling