+280.9%
WMB vs AVAV
+360.4%
-79.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.4% | +2.1% |
| 7D | +1.6% | +9.9% | -8.3% | +0.3% |
| 30D | -7.1% | -5.4% | -1.7% | -6.7% |
| 3M | -4.0% | -36.5% | +32.5% | +0.6% |
| 6M | -5.7% | -25.3% | +19.5% | -4.4% |
| YTD | +17.2% | -48.6% | +65.8% | +22.1% |
| 1Y | +17.2% | -62.1% | +79.3% | +27.1% |
| 3Y | +121.1% | +2.3% | +118.7% | +98.0% |
| 5Y | +197.2% | +35.4% | +161.8% | +144.0% |
| 10Y | +280.9% | +345.1% | -64.2% | +158.0% |
| All | +280.9% | +360.4% | -79.5% | +158.0% |
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