+371.2%
AVAV vs WSM
+2,254.5%
-1,883.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.8% | +12.2% | +10.9% |
| 7D | -10.6% | +0.5% | -11.1% | -10.9% |
| 30D | -18.8% | +6.0% | -24.8% | -20.0% |
| 3M | -34.1% | +3.2% | -37.3% | -34.7% |
| 6M | -35.3% | +37.1% | -72.4% | -40.1% |
| YTD | -53.4% | +44.2% | -97.6% | -57.2% |
| 1Y | -65.6% | +34.2% | -99.9% | -68.1% |
| 3Y | -5.1% | +249.3% | -254.3% | -30.5% |
| 5Y | +18.5% | +169.3% | -150.8% | -11.4% |
| 10Y | +369.8% | +1,241.2% | -871.4% | +139.6% |
| All | +371.2% | +2,254.5% | -1,883.3% | +136.3% |
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 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