+147.6%
WM vs AVTR
+8.1%
+139.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.2% |
| 7D | -0.5% | +1.9% | -2.4% | -0.7% |
| 30D | +13.3% | +1.5% | +11.8% | +13.1% |
| 3M | +4.4% | +17.1% | -12.7% | +2.4% |
| 6M | +10.8% | +91.5% | -80.6% | +1.9% |
| YTD | +9.1% | +38.8% | -29.8% | +4.0% |
| 1Y | +19.1% | +37.7% | -18.6% | +13.6% |
| 3Y | +45.7% | -13.5% | +59.1% | +43.8% |
| 5Y | +60.4% | -59.3% | +119.8% | +78.4% |
| All | +147.6% | +8.1% | +139.5% | +119.0% |
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