+212.9%
WELL vs AVAV
+39.7%
+173.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.3% | -2.0% |
| 7D | -0.8% | -2.2% | +1.4% | -0.7% |
| 30D | -0.1% | -13.9% | +13.9% | +0.5% |
| 3M | +18.0% | -29.2% | +47.3% | +19.7% |
| 6M | +15.0% | -36.1% | +51.1% | +17.0% |
| YTD | +28.6% | -40.2% | +68.8% | +30.4% |
| 1Y | +42.9% | -36.2% | +79.1% | +43.2% |
| 3Y | +203.0% | +47.5% | +155.5% | +170.4% |
| All | +212.9% | +39.7% | +173.2% | +173.2% |
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