+7.2%
AVTR vs WU
-41.5%
+48.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.9% |
| 7D | +0.5% | -2.0% | +2.5% | +1.0% |
| 30D | -1.0% | +11.4% | -12.4% | -4.7% |
| 3M | +12.2% | -6.8% | +19.0% | +14.2% |
| 6M | +97.5% | -14.6% | +112.1% | +104.1% |
| YTD | +35.6% | -20.6% | +56.2% | +43.5% |
| 1Y | +32.8% | -15.4% | +48.2% | +37.2% |
| 3Y | -16.5% | -23.6% | +7.1% | -11.3% |
| 5Y | -59.1% | -43.4% | -15.8% | -54.2% |
| All | +7.2% | -41.5% | +48.7% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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