+976.0%
WM vs AVAV
+308.3%
+667.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -9.8% | +11.0% | +2.1% |
| 7D | +4.5% | -24.3% | +28.8% | +7.2% |
| 30D | +16.1% | -28.9% | +44.9% | +19.7% |
| 3M | +8.0% | -39.3% | +47.3% | +12.9% |
| 6M | +8.4% | -38.8% | +47.2% | +11.9% |
| YTD | +11.2% | -57.8% | +69.0% | +17.7% |
| 1Y | +22.3% | -70.9% | +93.2% | +34.4% |
| 3Y | +50.2% | -14.8% | +65.0% | +39.7% |
| 5Y | +63.3% | +7.3% | +56.0% | +42.2% |
| 10Y | +355.0% | +325.3% | +29.7% | +198.4% |
| All | +976.0% | +308.3% | +667.6% | +511.6% |
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 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