+113.2%
WDC vs AVTR
+37.4%
+75.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.4% | -7.2% | -6.8% |
| 7D | -18.3% | -6.2% | -12.1% | -18.3% |
| 30D | -26.7% | -1.0% | -25.7% | -26.6% |
| 3M | -40.9% | +14.4% | -55.3% | -40.8% |
| 6M | -26.8% | +95.9% | -122.6% | -31.1% |
| YTD | +88.2% | +36.6% | +51.6% | +86.0% |
| 1Y | +113.2% | +35.1% | +78.0% | +102.7% |
| All | +113.2% | +37.4% | +75.8% | +102.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling