+227.9%
WAB vs AVAV
+39.7%
+188.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.5% | +0.9% |
| 7D | -3.2% | -2.2% | -1.0% | -3.0% |
| 30D | -4.4% | -13.9% | +9.5% | -3.0% |
| 3M | +7.9% | -29.2% | +37.1% | +11.1% |
| 6M | +8.7% | -36.1% | +44.8% | +12.6% |
| YTD | +33.0% | -40.2% | +73.2% | +36.8% |
| 1Y | +46.7% | -36.2% | +82.9% | +48.4% |
| 3Y | +153.0% | +47.5% | +105.5% | +117.1% |
| All | +227.9% | +39.7% | +188.2% | +170.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling