+2.6%
AVTR vs WPM
+729.5%
-726.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +0.5% |
| 7D | -2.0% | -3.6% | +1.6% | -1.5% |
| 30D | +8.1% | +12.5% | -4.4% | +6.2% |
| 3M | +54.2% | +40.6% | +13.6% | +46.5% |
| 6M | +82.6% | +0.5% | +82.0% | +81.0% |
| YTD | +29.8% | +29.0% | +0.8% | +23.5% |
| 1Y | +18.0% | +43.8% | -25.8% | +10.2% |
| 3Y | -26.4% | +266.3% | -292.7% | -42.3% |
| 5Y | -64.8% | +255.1% | -320.0% | -72.9% |
| All | +2.6% | +729.5% | -726.8% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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