+1,154.7%
WELL vs AVAV
+478.6%
+676.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.3% | -1.8% |
| 7D | -0.8% | -2.2% | +1.4% | -0.5% |
| 30D | -0.1% | -13.9% | +13.9% | +1.5% |
| 3M | +18.0% | -29.2% | +47.3% | +21.6% |
| 6M | +15.0% | -36.1% | +51.1% | +19.2% |
| YTD | +28.6% | -40.2% | +68.8% | +32.5% |
| 1Y | +42.9% | -36.2% | +79.1% | +44.5% |
| 3Y | +203.0% | +47.5% | +155.5% | +158.9% |
| 5Y | +206.9% | +39.3% | +167.6% | +155.2% |
| 10Y | +339.5% | +482.6% | -143.1% | +174.8% |
| All | +1,154.7% | +478.6% | +676.1% | +583.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling