+63.2%
WEC vs AVTR
-15.2%
+78.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.4% |
| 7D | -0.5% | +0.5% | -1.1% | -0.5% |
| 30D | +12.0% | +1.5% | +10.4% | +11.9% |
| 3M | +11.1% | +14.2% | -3.2% | +10.9% |
| 6M | +6.0% | +97.4% | -91.4% | +4.8% |
| YTD | +14.3% | +37.3% | -23.0% | +14.0% |
| 1Y | +8.0% | +36.8% | -28.8% | +7.7% |
| All | +63.2% | -15.2% | +78.3% | +56.3% |
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