+3.2%
AVTR vs WCC
+604.5%
-601.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.3% | -2.6% |
| 7D | +2.7% | +4.5% | -1.8% | +1.3% |
| 30D | +12.1% | -5.8% | +17.8% | +13.8% |
| 3M | +57.2% | -3.7% | +60.9% | +57.0% |
| 6M | +73.1% | +23.1% | +50.0% | +58.9% |
| YTD | +30.6% | +44.2% | -13.5% | +13.4% |
| 1Y | +13.5% | +62.1% | -48.6% | -5.8% |
| 3Y | -31.0% | +121.1% | -152.1% | -50.9% |
| 5Y | -63.2% | +214.0% | -277.2% | -78.1% |
| All | +3.2% | +604.5% | -601.3% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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