+504.5%
AVAV vs WSM
+2,001.3%
-1,496.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -2.2% |
| 7D | -2.2% | -3.3% | +1.0% | -1.5% |
| 30D | -13.9% | -8.4% | -5.5% | -12.2% |
| 3M | -29.2% | +9.7% | -38.9% | -30.9% |
| 6M | -36.1% | +16.7% | -52.8% | -38.5% |
| YTD | -40.2% | +28.7% | -68.9% | -43.6% |
| 1Y | -36.2% | +13.7% | -49.9% | -38.3% |
| 3Y | +47.5% | +230.1% | -182.6% | +9.4% |
| 5Y | +39.3% | +179.0% | -139.7% | +3.6% |
| 10Y | +482.6% | +1,002.5% | -520.0% | +209.9% |
| All | +504.5% | +2,001.3% | -1,496.8% | +212.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling