+1,350.6%
WDC vs AVTR
+1.7%
+1,348.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.4% | +7.3% | +6.3% |
| 7D | +1.7% | +2.7% | -0.9% | +0.8% |
| 30D | -10.0% | +12.1% | -22.0% | -13.3% |
| 3M | -18.8% | +57.2% | -76.0% | -30.9% |
| 6M | +79.0% | +73.1% | +6.0% | +46.5% |
| YTD | +171.6% | +30.6% | +140.9% | +142.1% |
| 1Y | +417.4% | +13.5% | +403.9% | +368.4% |
| 3Y | +1,251.8% | -31.0% | +1,282.8% | +1,299.9% |
| 5Y | +911.7% | -63.2% | +974.9% | +1,241.7% |
| All | +1,350.6% | +1.7% | +1,348.9% | +1,014.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling