+508.5%
WPM vs AVAV
+516.1%
-7.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.1% |
| 7D | +7.0% | +3.2% | +3.8% | +6.8% |
| 30D | +15.7% | -20.3% | +36.1% | +17.7% |
| 3M | +35.2% | -19.4% | +54.6% | +36.9% |
| 6M | +6.1% | -35.3% | +41.3% | +8.8% |
| YTD | +32.6% | -38.5% | +71.1% | +35.4% |
| 1Y | +46.9% | -37.2% | +84.1% | +49.1% |
| 3Y | +276.3% | +31.1% | +245.2% | +254.6% |
| 5Y | +260.0% | +41.0% | +219.0% | +232.5% |
| 10Y | +508.5% | +508.8% | -0.2% | +403.8% |
| All | +508.5% | +516.1% | -7.5% | +403.8% |
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