+36.1%
WAT vs AVTR
-59.2%
+95.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.3% | +3.0% |
| 7D | +6.0% | +1.9% | +4.1% | +5.2% |
| 30D | +9.9% | +1.5% | +8.4% | +9.2% |
| 3M | +17.2% | +17.1% | +0.1% | +9.6% |
| 6M | +34.2% | +91.5% | -57.2% | +0.4% |
| YTD | +25.5% | +38.8% | -13.3% | +6.4% |
| 1Y | +28.3% | +37.7% | -9.5% | +8.9% |
| 3Y | +88.4% | -13.5% | +101.8% | +83.4% |
| 5Y | +36.1% | -59.3% | +95.5% | +85.7% |
| All | +36.1% | -59.2% | +95.3% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 5y: compounded portfolio wealth divided by compounded AVTR 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…
5y analysis · Full analysis span regression · 6 months rolling