+283.3%
WMB vs AVAV
+327.1%
-43.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.6% | +1.1% |
| 7D | +8.1% | +18.4% | -10.3% | +5.9% |
| 30D | -6.9% | -4.9% | -1.9% | -6.5% |
| 3M | -5.1% | -37.7% | +32.6% | -0.4% |
| 6M | -5.7% | -28.4% | +22.7% | -3.9% |
| YTD | +18.1% | -50.0% | +68.1% | +23.4% |
| 1Y | +18.4% | -62.6% | +81.0% | +28.5% |
| 3Y | +122.7% | -0.6% | +123.3% | +100.1% |
| 5Y | +202.0% | +31.9% | +170.1% | +148.7% |
| All | +283.3% | +327.1% | -43.9% | +160.1% |
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