+32.3%
WEC vs AVTR
-63.6%
+95.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +1.0% |
| 7D | +0.8% | +7.4% | -6.6% | +0.5% |
| 30D | +0.3% | +12.2% | -11.9% | -0.2% |
| 3M | -2.9% | +57.4% | -60.3% | -5.4% |
| 6M | -5.9% | +86.7% | -92.6% | -9.3% |
| YTD | +4.1% | +33.1% | -28.9% | +2.4% |
| 1Y | +3.1% | +16.1% | -13.0% | +1.9% |
| 3Y | +40.8% | -24.6% | +65.4% | +42.7% |
| All | +32.3% | -63.6% | +95.9% | +35.6% |
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