+210.4%
WPM vs AVAV
-3.9%
+214.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.5% | 0.0% |
| 7D | -3.6% | +4.2% | -7.8% | -3.9% |
| 30D | +1.4% | -2.6% | +4.0% | +1.4% |
| 3M | -0.2% | -38.0% | +37.8% | +3.9% |
| 6M | -7.3% | -27.0% | +19.7% | -5.1% |
| YTD | +12.3% | -51.4% | +63.8% | +16.8% |
| 1Y | +24.9% | -60.2% | +85.1% | +31.3% |
| 3Y | +210.4% | -6.7% | +217.0% | +188.9% |
| All | +210.4% | -3.9% | +214.2% | +188.9% |
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 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