+2.6%
AVTR vs WU
-42.2%
+44.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -2.0% | -5.0% | +2.9% | -0.4% |
| 30D | +8.1% | -2.3% | +10.3% | +8.8% |
| 3M | +54.2% | -3.2% | +57.4% | +53.4% |
| 6M | +82.6% | -25.0% | +107.6% | +98.2% |
| YTD | +29.8% | -21.7% | +51.5% | +38.7% |
| 1Y | +18.0% | -9.0% | +27.0% | +18.5% |
| 3Y | -26.4% | -28.9% | +2.4% | -20.0% |
| 5Y | -64.8% | -51.0% | -13.8% | -58.5% |
| All | +2.6% | -42.2% | +44.9% | +11.9% |
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