+1,742.2%
WPM vs AVAV
+478.6%
+1,263.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.7% | -0.8% |
| 7D | +1.1% | -2.2% | +3.3% | +1.4% |
| 30D | +26.4% | -13.9% | +40.3% | +28.5% |
| 3M | +20.8% | -29.2% | +50.1% | +25.1% |
| 6M | +1.1% | -36.1% | +37.2% | +5.4% |
| YTD | +32.5% | -40.2% | +72.7% | +37.5% |
| 1Y | +51.5% | -36.2% | +87.7% | +54.8% |
| 3Y | +267.0% | +47.5% | +219.5% | +224.4% |
| 5Y | +250.1% | +39.3% | +210.9% | +202.4% |
| 10Y | +540.4% | +482.6% | +57.8% | +300.5% |
| All | +1,742.2% | +478.6% | +1,263.6% | +942.0% |
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 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