+2.6%
AVTR vs WWD
+216.0%
-213.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.5% |
| 7D | -2.0% | -2.9% | +0.8% | -1.1% |
| 30D | +8.1% | -6.6% | +14.7% | +10.4% |
| 3M | +54.2% | -9.3% | +63.5% | +57.9% |
| 6M | +82.6% | -13.6% | +96.2% | +89.3% |
| YTD | +29.8% | +10.4% | +19.5% | +22.4% |
| 1Y | +18.0% | +39.9% | -21.9% | +1.1% |
| 3Y | -26.4% | +165.0% | -191.5% | -52.2% |
| 5Y | -64.8% | +183.8% | -248.6% | -78.4% |
| All | +2.6% | +216.0% | -213.4% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WWD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling