+442.3%
WELL vs AVAV
+315.4%
+126.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.6% | +0.1% |
| 7D | +0.1% | +4.2% | -4.1% | -0.4% |
| 30D | +5.7% | -2.6% | +8.2% | +5.6% |
| 3M | +4.6% | -38.0% | +42.6% | +9.1% |
| 6M | +11.9% | -27.0% | +38.9% | +13.2% |
| YTD | +33.6% | -51.4% | +85.0% | +39.3% |
| 1Y | +29.8% | -60.2% | +90.0% | +38.4% |
| 3Y | +202.2% | -6.7% | +208.8% | +173.6% |
| 5Y | +223.2% | +28.3% | +194.9% | +168.1% |
| All | +442.3% | +315.4% | +126.9% | +303.9% |
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 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