+500.7%
AVAV vs WST
+321.8%
+178.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | -2.2% | +0.7% | -3.0% | -2.4% |
| 30D | -13.9% | -3.1% | -10.8% | -13.1% |
| 3M | -29.2% | +7.2% | -36.4% | -30.5% |
| 6M | -36.1% | +36.8% | -72.9% | -41.7% |
| YTD | -40.2% | +23.8% | -64.0% | -43.9% |
| 1Y | -36.2% | +37.8% | -74.0% | -42.1% |
| 3Y | +47.5% | -15.9% | +63.4% | +45.5% |
| 5Y | +39.3% | -25.8% | +65.1% | +38.1% |
| All | +500.7% | +321.8% | +178.9% | +206.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling