-10.2%
AVTR vs WETO
-99.4%
+89.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +5.0% | -0.5% |
| 7D | -1.1% | -4.3% | +3.2% | -1.1% |
| 30D | +6.3% | -39.9% | +46.2% | +7.4% |
| 3M | +53.3% | -97.9% | +151.2% | +54.8% |
| 6M | +78.6% | -95.0% | +173.7% | +81.3% |
| YTD | +29.2% | -97.2% | +126.4% | +30.6% |
| 1Y | +13.8% | -98.9% | +112.7% | +14.8% |
| All | -10.2% | -99.4% | +89.2% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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