+285.3%
WAB vs AVAV
+423.1%
-137.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +12.6% | -7.4% | +3.2% |
| 7D | +4.0% | +3.2% | +0.8% | +3.3% |
| 30D | +4.5% | -7.4% | +11.9% | +5.3% |
| 3M | +2.3% | -32.0% | +34.3% | +7.8% |
| 6M | +12.5% | -24.6% | +37.0% | +14.8% |
| YTD | +40.2% | -47.5% | +87.7% | +48.1% |
| 1Y | +45.2% | -61.5% | +106.7% | +61.3% |
| 3Y | +171.8% | +5.5% | +166.3% | +137.2% |
| 5Y | +217.6% | +35.7% | +181.9% | +151.2% |
| 10Y | +285.3% | +379.1% | -93.8% | +128.4% |
| All | +285.3% | +423.1% | -137.8% | +128.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling