+358.4%
AVAV vs WST
+441.1%
-82.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +1.9% | +8.6% | +9.9% |
| 7D | -10.6% | -3.1% | -7.5% | -9.7% |
| 30D | -18.8% | +9.1% | -27.9% | -20.6% |
| 3M | -34.1% | +14.7% | -48.8% | -36.5% |
| 6M | -35.3% | +28.0% | -63.3% | -39.5% |
| YTD | -53.4% | +45.6% | -99.0% | -58.3% |
| 1Y | -65.6% | +45.7% | -111.3% | -69.2% |
| 3Y | -5.1% | +21.1% | -26.2% | -17.3% |
| 5Y | +18.5% | +0.3% | +18.2% | +6.7% |
| All | +358.4% | +441.1% | -82.8% | +115.6% |
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