+992.6%
WDC vs AVTR
-63.6%
+1,056.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.3% | +1.8% |
| 7D | +6.0% | +7.4% | -1.4% | +4.5% |
| 30D | +9.9% | +12.2% | -2.3% | +7.3% |
| 3M | -9.4% | +57.4% | -66.8% | -18.7% |
| 6M | +94.7% | +86.7% | +8.1% | +67.5% |
| YTD | +177.4% | +33.1% | +144.3% | +156.6% |
| 1Y | +412.6% | +16.1% | +396.4% | +376.0% |
| 3Y | +1,359.8% | -24.6% | +1,384.4% | +1,367.8% |
| 5Y | +992.6% | -63.5% | +1,056.1% | +1,210.8% |
| All | +992.6% | -63.6% | +1,056.2% | +1,210.8% |
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