+161.1%
WAB vs AVAV
-5.8%
+166.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.5% | -8.6% | +0.9% |
| 7D | +1.4% | -10.6% | +12.0% | +2.3% |
| 30D | +0.4% | -18.8% | +19.2% | +2.0% |
| 3M | -3.8% | -34.1% | +30.3% | -0.8% |
| 6M | +5.1% | -35.3% | +40.4% | +7.8% |
| YTD | +33.3% | -53.4% | +86.7% | +38.7% |
| 1Y | +39.8% | -65.6% | +105.5% | +50.2% |
| 3Y | +161.1% | -5.1% | +166.1% | +146.6% |
| All | +161.1% | -5.8% | +166.8% | +146.6% |
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