+2,306.7%
WDC vs AVAV
+394.0%
+1,912.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.4% |
| 7D | -16.7% | 0.0% | -16.7% | -16.6% |
| 30D | -27.2% | -9.9% | -17.3% | -25.4% |
| 3M | -34.0% | -34.7% | +0.7% | -28.0% |
| 6M | -39.7% | -26.6% | -13.1% | -37.7% |
| YTD | +68.1% | -48.9% | +117.0% | +83.9% |
| 1Y | +66.3% | -63.0% | +129.3% | +95.1% |
| 3Y | +754.4% | +1.6% | +752.8% | +647.1% |
| 5Y | +595.8% | +34.5% | +561.3% | +437.2% |
| 10Y | +660.4% | +359.3% | +301.1% | +301.4% |
| All | +2,306.7% | +394.0% | +1,912.7% | +1,000.7% |
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