+222.0%
WELL vs AVAV
+32.4%
+189.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +0.6% |
| 7D | +3.0% | 0.0% | +3.1% | +2.9% |
| 30D | +10.2% | -9.9% | +20.1% | +10.6% |
| 3M | +6.1% | -34.7% | +40.8% | +8.1% |
| 6M | +16.6% | -26.6% | +43.2% | +17.3% |
| YTD | +35.3% | -48.9% | +84.3% | +38.1% |
| 1Y | +31.5% | -63.0% | +94.5% | +37.1% |
| 3Y | +206.5% | +1.6% | +204.9% | +182.5% |
| 5Y | +222.0% | +34.5% | +187.5% | +176.7% |
| All | +222.0% | +32.4% | +189.6% | +176.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling