+264.5%
WMB vs AVAV
+361.4%
-96.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.5% | -10.7% | -1.5% |
| 7D | -13.8% | -10.6% | -3.2% | -12.7% |
| 30D | -10.3% | -18.8% | +8.5% | -8.3% |
| 3M | -10.1% | -34.1% | +24.1% | -6.1% |
| 6M | -11.8% | -35.3% | +23.5% | -9.0% |
| YTD | +8.9% | -53.4% | +62.3% | +14.9% |
| 1Y | +14.0% | -65.6% | +79.6% | +25.0% |
| 3Y | +100.5% | -5.1% | +105.6% | +81.0% |
| 5Y | +179.5% | +18.5% | +161.0% | +133.8% |
| All | +264.5% | +361.4% | -96.9% | +142.3% |
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