+132.9%
WFC vs AVAV
+48.2%
+84.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.0% |
| 7D | +3.8% | -2.2% | +6.0% | +3.9% |
| 30D | +1.5% | -13.9% | +15.4% | +2.5% |
| 3M | +10.9% | -29.2% | +40.1% | +13.2% |
| 6M | +8.4% | -36.1% | +44.6% | +11.1% |
| YTD | -1.9% | -40.2% | +38.3% | +0.1% |
| 1Y | +12.3% | -36.2% | +48.6% | +13.1% |
| All | +132.9% | +48.2% | +84.7% | +115.8% |
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