+471.8%
WELL vs AVAV
+358.8%
+113.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.9% | +0.4% |
| 7D | +2.7% | 0.0% | +2.7% | +2.5% |
| 30D | +9.8% | -9.9% | +19.8% | +10.6% |
| 3M | +5.8% | -34.7% | +40.5% | +9.7% |
| 6M | +16.2% | -26.6% | +42.8% | +17.7% |
| YTD | +34.9% | -48.9% | +83.8% | +40.0% |
| 1Y | +31.0% | -63.0% | +94.0% | +41.1% |
| 3Y | +205.4% | +1.6% | +203.8% | +173.6% |
| 5Y | +220.8% | +34.5% | +186.4% | +164.8% |
| 10Y | +471.8% | +359.3% | +112.5% | +316.0% |
| All | +471.8% | +358.8% | +113.1% | +316.0% |
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