-12.5%
WBD vs AVAV
+1,258.3%
-1,270.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +1.0% | -10.9% | +11.9% | +3.1% |
| 30D | +26.7% | -19.1% | +45.8% | +31.6% |
| 3M | +91.1% | +27.0% | +64.2% | +81.7% |
| 6M | +164.8% | +106.0% | +58.8% | +127.5% |
| YTD | +114.5% | +114.2% | +0.3% | +81.7% |
| 1Y | +141.9% | +47.4% | +94.6% | +118.0% |
| 3Y | +120.7% | +287.3% | -166.5% | +59.0% |
| 5Y | +8.3% | +329.8% | -321.5% | -27.4% |
| All | -12.5% | +1,258.3% | -1,270.7% | -49.8% |
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