+326.6%
AVAV vs WST
+1,869.0%
-1,542.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -4.0% | -5.9% | -8.5% |
| 7D | -24.3% | -5.8% | -18.5% | -22.6% |
| 30D | -28.9% | +5.3% | -34.2% | -30.0% |
| 3M | -39.3% | +11.8% | -51.1% | -41.5% |
| 6M | -38.8% | +26.7% | -65.5% | -43.5% |
| YTD | -57.8% | +43.0% | -100.8% | -63.0% |
| 1Y | -70.9% | +38.9% | -109.7% | -74.2% |
| 3Y | -14.8% | +18.2% | -33.0% | -27.8% |
| 5Y | +7.3% | -1.5% | +8.8% | -5.6% |
| 10Y | +325.3% | +439.0% | -113.6% | +68.1% |
| All | +326.6% | +1,869.0% | -1,542.5% | -10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling