-14.1%
AVAV vs WST
+16.9%
-30.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -4.0% | -5.9% | -9.2% |
| 7D | -24.3% | -5.8% | -18.5% | -23.6% |
| 30D | -28.9% | +5.3% | -34.2% | -29.3% |
| 3M | -39.3% | +11.8% | -51.1% | -40.2% |
| 6M | -38.8% | +26.7% | -65.5% | -40.5% |
| YTD | -57.8% | +43.0% | -100.8% | -59.8% |
| 1Y | -70.9% | +38.9% | -109.7% | -72.2% |
| All | -14.1% | +16.9% | -30.9% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling