+1,330.8%
WDC vs AVTR
+1.1%
+1,329.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | +4.4% | -2.0% | +6.5% | +5.0% |
| 30D | +5.3% | +8.1% | -2.8% | +2.5% |
| 3M | -5.9% | +54.2% | -60.1% | -19.5% |
| 6M | +73.2% | +82.6% | -9.3% | +39.1% |
| YTD | +167.8% | +29.8% | +138.0% | +139.2% |
| 1Y | +386.0% | +18.0% | +368.0% | +333.4% |
| 3Y | +1,309.7% | -26.4% | +1,336.2% | +1,316.9% |
| 5Y | +957.1% | -64.8% | +1,021.9% | +1,331.9% |
| All | +1,330.8% | +1.1% | +1,329.7% | +1,001.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling