+19.6%
AVAV vs WST
-0.1%
+19.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +1.9% | +8.6% | +10.0% |
| 7D | -10.6% | -3.1% | -7.5% | -9.8% |
| 30D | -18.8% | +9.1% | -27.9% | -20.3% |
| 3M | -34.1% | +14.7% | -48.8% | -36.0% |
| 6M | -35.3% | +28.0% | -63.3% | -38.7% |
| YTD | -53.4% | +45.6% | -99.0% | -57.2% |
| 1Y | -65.6% | +45.7% | -111.3% | -68.5% |
| 3Y | -5.1% | +21.1% | -26.2% | -14.9% |
| All | +19.6% | -0.1% | +19.7% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling