+194.7%
WELL vs AVAV
-5.8%
+200.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.5% | -10.6% | -0.3% |
| 7D | +4.4% | -10.6% | +15.0% | +4.6% |
| 30D | +10.8% | -18.8% | +29.6% | +11.1% |
| 3M | +4.2% | -34.1% | +38.3% | +4.7% |
| 6M | +14.0% | -35.3% | +49.3% | +14.3% |
| YTD | +33.4% | -53.4% | +86.8% | +34.6% |
| 1Y | +32.4% | -65.6% | +98.1% | +34.7% |
| 3Y | +194.7% | -5.1% | +199.8% | +176.4% |
| All | +194.7% | -5.8% | +200.5% | +176.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling