+101.1%
WMB vs AVAV
-14.7%
+115.8%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -9.8% | +4.5% | -4.9% |
| 7D | -14.2% | -24.3% | +10.1% | -13.1% |
| 30D | -11.2% | -28.9% | +17.6% | -10.0% |
| 3M | -9.9% | -39.3% | +29.4% | -8.1% |
| 6M | -14.4% | -38.8% | +24.4% | -13.1% |
| YTD | +9.2% | -57.8% | +67.0% | +11.9% |
| 1Y | +15.1% | -70.9% | +86.0% | +21.3% |
| All | +101.1% | -14.7% | +115.8% | +88.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling