-64.8%
AVTR vs WSM
+171.2%
-236.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.5% |
| 7D | -2.0% | +0.4% | -2.5% | -2.2% |
| 30D | +8.1% | -10.7% | +18.8% | +11.4% |
| 3M | +54.2% | +8.5% | +45.7% | +50.3% |
| 6M | +82.6% | +19.6% | +62.9% | +73.1% |
| YTD | +29.8% | +26.6% | +3.2% | +21.4% |
| 1Y | +18.0% | +12.0% | +6.1% | +13.9% |
| 3Y | -26.4% | +226.6% | -253.1% | -46.3% |
| 5Y | -64.8% | +174.1% | -239.0% | -74.0% |
| All | -64.8% | +171.2% | -236.0% | -74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling