+126.3%
WFC vs AVAV
-3.9%
+130.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.1% | +0.5% |
| 7D | +2.5% | +4.2% | -1.7% | +2.1% |
| 30D | +7.0% | -2.6% | +9.6% | +7.0% |
| 3M | -1.8% | -38.0% | +36.2% | +1.4% |
| 6M | +18.4% | -27.0% | +45.4% | +19.8% |
| YTD | -5.6% | -51.4% | +45.8% | -2.4% |
| 1Y | +3.9% | -60.2% | +64.1% | +9.2% |
| 3Y | +126.3% | -6.7% | +133.0% | +109.3% |
| All | +126.3% | -3.9% | +130.2% | +109.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling