+358.4%
AVAV vs WWD
+461.1%
-102.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +3.4% | +7.1% | +9.0% |
| 7D | -10.6% | +4.2% | -14.7% | -11.9% |
| 30D | -18.8% | -2.1% | -16.7% | -18.0% |
| 3M | -34.1% | -13.2% | -20.9% | -30.2% |
| 6M | -35.3% | -16.9% | -18.5% | -30.6% |
| YTD | -53.4% | +5.2% | -58.6% | -55.4% |
| 1Y | -65.6% | +20.6% | -86.2% | -69.1% |
| 3Y | -5.1% | +146.3% | -151.4% | -37.5% |
| 5Y | +18.5% | +171.3% | -152.8% | -26.8% |
| All | +358.4% | +461.1% | -102.7% | +93.3% |
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