+1,221.5%
WDC vs AVAV
+502.7%
+718.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.7% | +7.6% | +6.2% |
| 7D | +1.7% | -2.2% | +4.0% | +2.2% |
| 30D | -10.0% | -13.9% | +4.0% | -7.6% |
| 3M | -18.8% | -29.2% | +10.5% | -14.3% |
| 6M | +79.0% | -36.1% | +115.2% | +90.5% |
| YTD | +171.6% | -40.2% | +211.8% | +187.5% |
| 1Y | +417.4% | -36.2% | +453.6% | +432.6% |
| 3Y | +1,251.8% | +47.5% | +1,204.3% | +977.7% |
| 5Y | +911.7% | +39.3% | +872.4% | +677.9% |
| All | +1,221.5% | +502.7% | +718.8% | +580.5% |
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