+345.1%
AVAV vs WST
+452.9%
-107.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | +9.9% | +1.1% | +8.8% | +9.8% |
| 30D | -5.4% | +12.4% | -17.8% | -8.3% |
| 3M | -36.5% | +17.6% | -54.1% | -39.3% |
| 6M | -25.3% | +28.3% | -53.5% | -30.1% |
| YTD | -48.6% | +50.5% | -99.1% | -54.3% |
| 1Y | -62.1% | +49.4% | -111.5% | -66.3% |
| 3Y | +2.3% | +21.9% | -19.6% | -10.7% |
| 5Y | +35.4% | +0.4% | +35.0% | +22.4% |
| 10Y | +345.1% | +451.5% | -106.4% | +98.7% |
| All | +345.1% | +452.9% | -107.8% | +98.7% |
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