+226.5%
WELL vs AVTR
-59.2%
+285.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.9% | +0.7% |
| 7D | +3.5% | +1.9% | +1.6% | +3.3% |
| 30D | +9.7% | +1.5% | +8.2% | +9.5% |
| 3M | +4.8% | +17.1% | -12.3% | +3.3% |
| 6M | +16.1% | +91.5% | -75.4% | +8.9% |
| YTD | +34.7% | +38.8% | -4.1% | +30.2% |
| 1Y | +31.9% | +37.7% | -5.8% | +27.5% |
| 3Y | +209.9% | -13.5% | +223.3% | +210.3% |
| 5Y | +226.5% | -59.3% | +285.8% | +264.8% |
| All | +226.5% | -59.2% | +285.7% | +264.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling