+151.5%
WM vs AVTR
+6.9%
+144.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.1% |
| 7D | +0.8% | +0.5% | +0.2% | +0.7% |
| 30D | +13.8% | +1.5% | +12.3% | +13.6% |
| 3M | +6.4% | +14.2% | -7.8% | +4.6% |
| 6M | +13.2% | +97.4% | -84.2% | +3.7% |
| YTD | +10.8% | +37.3% | -26.5% | +5.8% |
| 1Y | +20.2% | +36.8% | -16.6% | +14.7% |
| 3Y | +46.5% | -15.2% | +61.7% | +45.0% |
| 5Y | +61.3% | -59.2% | +120.4% | +79.0% |
| All | +151.5% | +6.9% | +144.6% | +122.7% |
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