-64.8%
AVTR vs WCN
+26.9%
-91.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.3% | -1.9% |
| 7D | +1.6% | -1.7% | +3.3% | +2.4% |
| 30D | +8.4% | -3.0% | +11.4% | +9.8% |
| 3M | +50.2% | +2.5% | +47.6% | +48.5% |
| 6M | +82.6% | -5.7% | +88.3% | +86.7% |
| YTD | +29.8% | -7.4% | +37.3% | +33.8% |
| 1Y | +16.0% | -8.6% | +24.6% | +20.5% |
| 3Y | -26.4% | +19.4% | -45.8% | -34.5% |
| All | -64.8% | +26.9% | -91.7% | -71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling