+562.2%
WPM vs AVAV
+361.4%
+200.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.5% | -7.6% | +2.1% |
| 7D | +16.9% | -10.6% | +27.5% | +17.7% |
| 30D | +2.0% | -18.8% | +20.8% | +3.4% |
| 3M | +8.9% | -34.1% | +43.0% | +12.1% |
| 6M | +1.6% | -35.3% | +36.9% | +4.2% |
| YTD | +16.5% | -53.4% | +69.9% | +21.1% |
| 1Y | +42.2% | -65.6% | +107.8% | +50.5% |
| 3Y | +213.3% | -5.1% | +218.4% | +202.9% |
| 5Y | +249.9% | +18.5% | +231.4% | +229.6% |
| All | +562.2% | +361.4% | +200.8% | +603.9% |
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