+322.9%
WMB vs AVAV
+479.1%
-156.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.3% |
| 7D | +0.6% | -2.2% | +2.8% | +0.8% |
| 30D | +3.3% | -13.9% | +17.2% | +4.9% |
| 3M | +3.1% | -29.2% | +32.4% | +6.3% |
| 6M | -0.7% | -36.1% | +35.4% | +2.9% |
| YTD | +25.2% | -40.2% | +65.4% | +28.7% |
| 1Y | +32.9% | -36.2% | +69.1% | +34.0% |
| 3Y | +140.6% | +47.5% | +93.0% | +103.5% |
| 5Y | +273.5% | +39.3% | +234.2% | +207.5% |
| All | +322.9% | +479.1% | -156.2% | +142.0% |
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