+226.2%
WAT vs AVAV
+361.4%
-135.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.5% | -9.5% | -0.4% |
| 7D | -1.1% | -10.6% | +9.5% | +0.2% |
| 30D | +5.0% | -18.8% | +23.8% | +7.7% |
| 3M | +14.5% | -34.1% | +48.6% | +20.5% |
| 6M | +30.9% | -35.3% | +66.3% | +36.6% |
| YTD | +20.5% | -53.4% | +73.9% | +28.9% |
| 1Y | +23.3% | -65.6% | +88.9% | +37.4% |
| 3Y | +81.5% | -5.1% | +86.5% | +66.8% |
| 5Y | +33.4% | +18.5% | +14.9% | +14.1% |
| All | +226.2% | +361.4% | -135.2% | +125.5% |
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 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