+2.6%
AVTR vs WWD
+220.6%
-218.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -2.0% | -2.3% |
| 7D | +1.6% | +0.6% | +0.9% | +1.3% |
| 30D | +8.4% | -5.1% | +13.5% | +10.1% |
| 3M | +50.2% | -11.2% | +61.4% | +55.0% |
| 6M | +82.6% | -12.0% | +94.6% | +88.1% |
| YTD | +29.8% | +12.0% | +17.9% | +21.8% |
| 1Y | +16.0% | +42.8% | -26.8% | -1.3% |
| 3Y | -26.4% | +168.9% | -195.4% | -52.4% |
| 5Y | -64.5% | +192.2% | -256.7% | -78.4% |
| All | +2.6% | +220.6% | -218.0% | -39.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling