+872.3%
WM vs AVAV
+478.6%
+393.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.1% |
| 7D | -0.3% | -2.2% | +1.9% | -0.1% |
| 30D | -2.4% | -13.9% | +11.6% | -1.1% |
| 3M | +0.4% | -29.2% | +29.7% | +3.0% |
| 6M | -9.5% | -36.1% | +26.6% | -6.8% |
| YTD | +0.5% | -40.2% | +40.7% | +3.1% |
| 1Y | -1.1% | -36.2% | +35.1% | -0.1% |
| 3Y | +46.0% | +47.5% | -1.5% | +27.8% |
| 5Y | +51.8% | +39.3% | +12.5% | +29.5% |
| 10Y | +307.5% | +482.6% | -175.0% | +160.3% |
| All | +872.3% | +478.6% | +393.7% | +435.9% |
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