-5.1%
WAT vs AVTR
-63.6%
+58.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -2.3% |
| 7D | -0.7% | +7.4% | -8.1% | -3.6% |
| 30D | -1.0% | +12.2% | -13.2% | -5.6% |
| 3M | +10.9% | +57.4% | -46.5% | -9.3% |
| 6M | +33.2% | +86.7% | -53.5% | +1.0% |
| YTD | +6.1% | +33.1% | -27.0% | -8.2% |
| 1Y | +30.2% | +16.1% | +14.1% | +16.0% |
| 3Y | +52.9% | -24.6% | +77.5% | +58.2% |
| 5Y | -5.1% | -63.5% | +58.4% | +29.7% |
| All | -5.1% | -63.6% | +58.5% | +29.7% |
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