+596.2%
WMB vs AVAV
+308.3%
+287.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -9.8% | +4.5% | -3.6% |
| 7D | -14.2% | -24.3% | +10.1% | -9.9% |
| 30D | -11.2% | -28.9% | +17.6% | -5.9% |
| 3M | -9.9% | -39.3% | +29.4% | -2.2% |
| 6M | -14.4% | -38.8% | +24.4% | -9.2% |
| YTD | +9.2% | -57.8% | +67.0% | +20.5% |
| 1Y | +15.1% | -70.9% | +86.0% | +36.0% |
| 3Y | +99.2% | -14.8% | +114.0% | +76.9% |
| 5Y | +180.2% | +7.3% | +173.0% | +122.2% |
| 10Y | +273.7% | +325.3% | -51.6% | +83.1% |
| All | +596.2% | +308.3% | +287.9% | +211.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling