+770.0%
WDC vs AVTR
-16.2%
+786.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.5% | -4.9% |
| 7D | +12.1% | +0.5% | +11.6% | +12.1% |
| 30D | -18.8% | -1.0% | -17.8% | -18.6% |
| 3M | -39.3% | +12.2% | -51.5% | -40.1% |
| 6M | -40.1% | +97.5% | -137.6% | -46.0% |
| YTD | +71.8% | +35.6% | +36.2% | +63.4% |
| 1Y | +88.5% | +32.8% | +55.7% | +79.6% |
| 3Y | +770.0% | -16.5% | +786.5% | +779.0% |
| All | +770.0% | -16.2% | +786.2% | +779.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling