+642.9%
WDC vs AVAV
+315.4%
+327.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.7% | -2.3% | -4.4% |
| 7D | +12.1% | +4.2% | +7.9% | +11.2% |
| 30D | -18.8% | -2.6% | -16.2% | -18.2% |
| 3M | -39.3% | -38.0% | -1.3% | -33.4% |
| 6M | -40.1% | -27.0% | -13.1% | -38.2% |
| YTD | +71.8% | -51.4% | +123.2% | +89.1% |
| 1Y | +88.5% | -60.2% | +148.7% | +115.9% |
| 3Y | +770.0% | -6.7% | +776.6% | +672.2% |
| 5Y | +549.0% | +28.3% | +520.7% | +406.3% |
| All | +642.9% | +315.4% | +327.4% | +360.4% |
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