+345.7%
WM vs AVAV
+317.7%
+28.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -9.8% | +11.0% | +1.8% |
| 7D | +4.5% | -24.3% | +28.8% | +6.2% |
| 30D | +16.1% | -28.9% | +44.9% | +18.3% |
| 3M | +8.0% | -39.3% | +47.3% | +11.1% |
| 6M | +8.4% | -38.8% | +47.2% | +10.6% |
| YTD | +11.2% | -57.8% | +69.0% | +15.3% |
| 1Y | +22.3% | -70.9% | +93.2% | +30.2% |
| 3Y | +50.2% | -14.8% | +65.0% | +41.4% |
| 5Y | +63.3% | +7.3% | +56.0% | +46.2% |
| All | +345.7% | +317.7% | +28.0% | +239.7% |
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 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