+264.2%
WELL vs AVTR
+1.1%
+263.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.9% | 0.0% |
| 7D | -1.1% | +1.6% | -2.7% | -1.5% |
| 30D | +0.7% | +8.4% | -7.6% | -1.2% |
| 3M | +14.5% | +50.2% | -35.6% | +3.0% |
| 6M | +14.4% | +82.6% | -68.2% | -2.7% |
| YTD | +28.5% | +29.8% | -1.4% | +18.2% |
| 1Y | +41.8% | +16.0% | +25.8% | +31.6% |
| 3Y | +202.8% | -26.4% | +229.3% | +206.4% |
| 5Y | +208.8% | -64.5% | +273.3% | +300.3% |
| All | +264.2% | +1.1% | +263.1% | +133.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 10y: compounded portfolio wealth divided by compounded AVTR 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…
10y analysis · Full analysis span regression · 6 months rolling