+430.5%
AVAV vs WSM
+2,325.2%
-1,894.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +3.0% | +9.6% | +11.9% |
| 7D | +3.2% | +0.9% | +2.3% | +2.9% |
| 30D | -7.4% | +8.6% | -16.0% | -9.2% |
| 3M | -32.0% | +4.2% | -36.3% | -32.8% |
| 6M | -24.6% | +44.6% | -69.2% | -30.9% |
| YTD | -47.5% | +48.5% | -96.0% | -52.1% |
| 1Y | -61.5% | +34.7% | -96.2% | -64.2% |
| 3Y | +5.5% | +271.0% | -265.6% | -23.7% |
| 5Y | +35.7% | +180.9% | -145.2% | +0.6% |
| 10Y | +379.1% | +1,235.4% | -856.3% | +144.1% |
| All | +430.5% | +2,325.2% | -1,894.6% | +164.5% |
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 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