+16.4%
WELL vs AVTR
+89.5%
-73.2%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.2% | -0.1% |
| 7D | +0.1% | +0.5% | -0.4% | +0.1% |
| 30D | +7.8% | +1.5% | +6.2% | +7.9% |
| 3M | +10.2% | +14.2% | -4.0% | +11.2% |
| 6M | +16.4% | +97.4% | -81.0% | +25.0% |
| All | +16.4% | +89.5% | -73.2% | +25.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling