+504.5%
AVAV vs WTW
+373.3%
+131.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -0.9% |
| 7D | -2.2% | -2.6% | +0.4% | -1.2% |
| 30D | -13.9% | -1.0% | -12.9% | -13.7% |
| 3M | -29.2% | +29.9% | -59.2% | -36.3% |
| 6M | -36.1% | +10.7% | -46.8% | -39.3% |
| YTD | -40.2% | +2.6% | -42.8% | -41.7% |
| 1Y | -36.2% | +2.8% | -39.0% | -37.9% |
| 3Y | +47.5% | +67.3% | -19.7% | +15.9% |
| 5Y | +39.3% | +56.6% | -17.4% | +11.5% |
| 10Y | +482.6% | +204.1% | +278.5% | +255.9% |
| All | +504.5% | +373.3% | +131.2% | +208.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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