+325.0%
WFC vs AVAV
+478.6%
-153.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.2% |
| 7D | +3.8% | -2.2% | +6.0% | +4.2% |
| 30D | +1.5% | -13.9% | +15.4% | +3.9% |
| 3M | +10.9% | -29.2% | +40.1% | +15.9% |
| 6M | +8.4% | -36.1% | +44.6% | +14.3% |
| YTD | -1.9% | -40.2% | +38.3% | +2.7% |
| 1Y | +12.3% | -36.2% | +48.6% | +14.7% |
| 3Y | +132.3% | +47.5% | +84.8% | +88.7% |
| 5Y | +130.1% | +39.3% | +90.8% | +79.3% |
| 10Y | +134.4% | +482.6% | -348.2% | +22.1% |
| All | +325.0% | +478.6% | -153.6% | +83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling