+2.6%
AVTR vs WCN
+77.2%
-74.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.6% |
| 7D | -2.0% | -4.4% | +2.4% | +0.5% |
| 30D | +8.1% | -4.4% | +12.5% | +10.9% |
| 3M | +54.2% | +0.5% | +53.7% | +53.6% |
| 6M | +82.6% | -3.3% | +85.8% | +84.2% |
| YTD | +29.8% | -8.5% | +38.3% | +35.1% |
| 1Y | +18.0% | -8.9% | +26.9% | +23.4% |
| 3Y | -26.4% | +18.0% | -44.5% | -36.7% |
| 5Y | -64.8% | +25.0% | -89.9% | -71.6% |
| All | +2.6% | +77.2% | -74.6% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling