+258.8%
WBD vs AVAV
+478.6%
-219.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.1% |
| 7D | -1.8% | -2.2% | +0.4% | -1.4% |
| 30D | +8.8% | -13.9% | +22.7% | +11.3% |
| 3M | +4.6% | -29.2% | +33.9% | +9.3% |
| 6M | +1.1% | -36.1% | +37.2% | +6.3% |
| YTD | -2.0% | -40.2% | +38.2% | +2.2% |
| 1Y | +140.0% | -36.2% | +176.2% | +143.5% |
| 3Y | +144.4% | +47.5% | +96.9% | +98.5% |
| 5Y | -0.2% | +39.3% | -39.5% | -20.6% |
| 10Y | +9.1% | +482.6% | -473.4% | -40.6% |
| All | +258.8% | +478.6% | -219.8% | +58.5% |
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