+1,793.1%
WAB vs AVAV
+351.0%
+1,442.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.5% | -8.6% | -0.2% |
| 7D | +1.4% | -10.6% | +12.0% | +3.5% |
| 30D | +0.4% | -18.8% | +19.2% | +4.2% |
| 3M | -3.8% | -34.1% | +30.3% | +3.5% |
| 6M | +5.1% | -35.3% | +40.4% | +11.2% |
| YTD | +33.3% | -53.4% | +86.7% | +46.4% |
| 1Y | +39.8% | -65.6% | +105.5% | +63.1% |
| 3Y | +161.1% | -5.1% | +166.1% | +126.9% |
| 5Y | +209.5% | +18.5% | +190.9% | +140.2% |
| 10Y | +293.8% | +369.8% | -76.0% | +90.9% |
| All | +1,793.1% | +351.0% | +1,442.1% | +680.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling