+3.2%
AVTR vs WSM
+887.1%
-883.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -2.1% |
| 7D | +2.7% | -3.3% | +5.9% | +3.8% |
| 30D | +12.1% | -8.4% | +20.4% | +15.2% |
| 3M | +57.2% | +9.7% | +47.6% | +52.0% |
| 6M | +73.1% | +16.7% | +56.4% | +63.8% |
| YTD | +30.6% | +28.7% | +1.9% | +19.8% |
| 1Y | +13.5% | +13.7% | -0.2% | +8.3% |
| 3Y | -31.0% | +230.1% | -261.1% | -55.8% |
| 5Y | -63.2% | +179.0% | -242.2% | -76.4% |
| All | +3.2% | +887.1% | -883.8% | -70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling