+359.3%
AVAV vs WWD
+460.9%
-101.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.9% |
| 7D | 0.0% | +0.4% | -0.5% | +0.2% |
| 30D | -9.9% | -0.4% | -9.5% | -9.5% |
| 3M | -34.7% | -6.1% | -28.6% | -32.9% |
| 6M | -26.6% | -9.5% | -17.1% | -23.9% |
| YTD | -48.9% | +10.8% | -59.8% | -52.1% |
| 1Y | -63.0% | +23.5% | -86.5% | -67.0% |
| 3Y | +1.6% | +151.3% | -149.7% | -33.4% |
| 5Y | +34.5% | +187.8% | -153.3% | -18.5% |
| 10Y | +359.3% | +461.1% | -101.8% | +123.4% |
| All | +359.3% | +460.9% | -101.6% | +123.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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