+5.2%
AVTR vs WSM
+888.9%
-883.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +7.4% | +2.6% | +4.8% | +6.5% |
| 30D | +12.2% | -9.5% | +21.7% | +15.8% |
| 3M | +57.4% | +12.9% | +44.5% | +50.7% |
| 6M | +86.7% | +23.0% | +63.6% | +73.7% |
| YTD | +33.1% | +28.9% | +4.2% | +22.0% |
| 1Y | +16.1% | +13.7% | +2.5% | +10.8% |
| 3Y | -24.6% | +232.6% | -257.2% | -51.8% |
| 5Y | -63.5% | +185.9% | -249.3% | -76.7% |
| All | +5.2% | +888.9% | -883.7% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WSM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling