+49.7%
WAB vs AVAV
-35.3%
+85.0%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | +0.4% |
| 7D | +1.7% | +3.2% | -1.5% | +1.5% |
| 30D | -2.4% | -20.3% | +17.9% | -1.3% |
| 3M | +9.7% | -19.4% | +29.1% | +10.5% |
| 6M | +16.5% | -35.3% | +51.8% | +18.0% |
| YTD | +33.7% | -38.5% | +72.2% | +34.3% |
| 1Y | +49.7% | -37.2% | +86.9% | +57.2% |
| All | +49.7% | -35.3% | +85.0% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded AVAV 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling