+49.3%
WM vs AVAV
-14.7%
+64.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -9.8% | +11.0% | +1.1% |
| 7D | +4.5% | -24.3% | +28.8% | +4.4% |
| 30D | +16.1% | -28.9% | +44.9% | +16.0% |
| 3M | +8.0% | -39.3% | +47.3% | +7.9% |
| 6M | +8.4% | -38.8% | +47.2% | +8.3% |
| YTD | +11.2% | -57.8% | +69.0% | +11.3% |
| 1Y | +22.3% | -70.9% | +93.2% | +22.5% |
| All | +49.3% | -14.7% | +64.0% | +44.6% |
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