+13.7%
WBD vs AVAV
+478.0%
-464.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.6% | +0.1% |
| 7D | -1.7% | -3.2% | +1.5% | -1.3% |
| 30D | +3.9% | -25.6% | +29.4% | +8.3% |
| 3M | +5.1% | -20.2% | +25.3% | +7.2% |
| 6M | +0.6% | -38.1% | +38.6% | +5.8% |
| YTD | -3.2% | -41.8% | +38.6% | +0.9% |
| 1Y | +127.7% | -39.0% | +166.7% | +131.8% |
| 3Y | +146.6% | +24.1% | +122.5% | +108.1% |
| 5Y | +4.2% | +53.0% | -48.9% | -18.1% |
| 10Y | +13.7% | +493.8% | -480.2% | -30.6% |
| All | +13.7% | +478.0% | -464.3% | -30.6% |
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 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