+455.3%
WELL vs AVAV
+423.1%
+32.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +12.6% | -11.6% | -0.3% |
| 7D | +3.5% | +3.2% | +0.3% | +3.0% |
| 30D | +9.7% | -7.4% | +17.1% | +10.2% |
| 3M | +4.8% | -32.0% | +36.8% | +8.3% |
| 6M | +16.1% | -24.6% | +40.6% | +17.2% |
| YTD | +34.7% | -47.5% | +82.2% | +39.4% |
| 1Y | +31.9% | -61.5% | +93.4% | +41.5% |
| 3Y | +209.9% | +5.5% | +204.4% | +176.5% |
| 5Y | +226.5% | +35.7% | +190.8% | +169.7% |
| 10Y | +455.3% | +379.1% | +76.2% | +304.5% |
| All | +455.3% | +423.1% | +32.2% | +304.5% |
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