+712.3%
WDC vs AVAV
-5.8%
+718.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.5% | -11.9% | -3.2% |
| 7D | -28.0% | -10.6% | -17.4% | -26.5% |
| 30D | -34.9% | -18.8% | -16.1% | -32.7% |
| 3M | -41.6% | -34.1% | -7.5% | -38.0% |
| 6M | -45.4% | -35.3% | -10.0% | -42.9% |
| YTD | +53.3% | -53.4% | +106.7% | +67.0% |
| 1Y | +61.5% | -65.6% | +127.2% | +87.2% |
| 3Y | +712.3% | -5.1% | +717.4% | +644.2% |
| All | +712.3% | -5.8% | +718.1% | +644.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling