+757.8%
WPM vs AVAV
+360.4%
+397.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.8% |
| 7D | +3.1% | +9.9% | -6.8% | +2.3% |
| 30D | -1.8% | -5.4% | +3.6% | -1.6% |
| 3M | +1.0% | -36.5% | +37.5% | +4.3% |
| 6M | -5.4% | -25.3% | +19.8% | -4.0% |
| YTD | +15.9% | -48.6% | +64.4% | +19.6% |
| 1Y | +30.8% | -62.1% | +92.9% | +37.7% |
| 3Y | +222.6% | +2.3% | +220.3% | +209.5% |
| 5Y | +227.4% | +35.4% | +192.0% | +204.5% |
| 10Y | +757.8% | +345.1% | +412.7% | +721.0% |
| All | +757.8% | +360.4% | +397.4% | +721.0% |
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