+167.4%
WAB vs AVAV
-3.9%
+171.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.6% |
| 7D | +5.1% | +4.2% | +0.8% | +4.6% |
| 30D | +4.0% | -2.6% | +6.6% | +4.0% |
| 3M | +0.1% | -38.0% | +38.1% | +3.8% |
| 6M | +12.8% | -27.0% | +39.8% | +14.4% |
| YTD | +40.1% | -51.4% | +91.5% | +45.1% |
| 1Y | +46.4% | -60.2% | +106.6% | +54.8% |
| 3Y | +167.4% | -6.7% | +174.0% | +151.6% |
| All | +167.4% | -3.9% | +171.2% | +151.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling