+1,397.0%
WDC vs AVTR
+1.1%
+1,396.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.5% | +1.8% |
| 7D | +7.5% | +1.6% | +5.9% | +6.9% |
| 30D | +10.1% | +8.4% | +1.7% | +7.1% |
| 3M | -6.8% | +50.2% | -57.0% | -19.6% |
| 6M | +84.1% | +82.6% | +1.6% | +47.9% |
| YTD | +180.3% | +29.8% | +150.4% | +150.2% |
| 1Y | +411.1% | +16.0% | +395.1% | +358.7% |
| 3Y | +1,375.0% | -26.4% | +1,401.4% | +1,382.5% |
| 5Y | +991.6% | -64.5% | +1,056.0% | +1,370.6% |
| All | +1,397.0% | +1.1% | +1,396.0% | +1,052.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling