+64.3%
WEC vs AVTR
+0.6%
+63.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -0.6% | -1.1% | +0.5% | -0.5% |
| 30D | -2.6% | +6.3% | -8.9% | -3.0% |
| 3M | -6.0% | +53.3% | -59.3% | -8.8% |
| 6M | -5.4% | +78.6% | -84.1% | -9.3% |
| YTD | +2.5% | +29.2% | -26.8% | +0.4% |
| 1Y | -0.7% | +13.8% | -14.6% | -2.3% |
| 3Y | +38.7% | -27.4% | +66.2% | +40.2% |
| 5Y | +31.7% | -65.0% | +96.7% | +39.3% |
| All | +64.3% | +0.6% | +63.7% | +64.8% |
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 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