+30.5%
WELL vs AVAV
-62.2%
+92.7%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.1% |
| 7D | +0.1% | +9.9% | -9.8% | +0.1% |
| 30D | +7.8% | -5.4% | +13.2% | +7.7% |
| 3M | +10.2% | -36.5% | +46.8% | +10.0% |
| 6M | +16.4% | -25.3% | +41.6% | +15.8% |
| YTD | +35.2% | -48.6% | +83.7% | +35.7% |
| 1Y | +30.5% | -62.1% | +92.5% | +35.9% |
| All | +30.5% | -62.2% | +92.7% | +35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling