+228.3%
WAT vs AVAV
+315.4%
-87.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | 0.0% |
| 7D | +0.6% | +4.2% | -3.6% | 0.0% |
| 30D | +5.4% | -2.6% | +8.0% | +5.5% |
| 3M | +11.3% | -38.0% | +49.3% | +18.1% |
| 6M | +37.4% | -27.0% | +64.4% | +41.0% |
| YTD | +21.2% | -51.4% | +72.6% | +28.9% |
| 1Y | +21.3% | -60.2% | +81.6% | +32.5% |
| 3Y | +83.4% | -6.7% | +90.0% | +68.9% |
| 5Y | +29.0% | +28.3% | +0.7% | +8.8% |
| All | +228.3% | +315.4% | -87.1% | +124.3% |
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 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