+345.1%
AVAV vs WU
-37.2%
+382.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.8% | +1.5% |
| 7D | +9.9% | +2.1% | +7.7% | +8.8% |
| 30D | -5.4% | +10.1% | -15.6% | -8.5% |
| 3M | -36.5% | -1.1% | -35.4% | -36.8% |
| 6M | -25.3% | -19.8% | -5.5% | -21.8% |
| YTD | -48.6% | -20.8% | -27.8% | -46.3% |
| 1Y | -62.1% | -15.1% | -47.0% | -61.4% |
| 3Y | +2.3% | -23.2% | +25.5% | +4.3% |
| 5Y | +35.4% | -42.6% | +78.0% | +50.8% |
| 10Y | +345.1% | -38.9% | +384.0% | +364.5% |
| All | +345.1% | -37.2% | +382.2% | +364.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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