+155.5%
WM vs AVTR
+6.1%
+149.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | +1.2% | +3.2% | -2.0% | +0.8% |
| 30D | +15.2% | +0.5% | +14.8% | +15.1% |
| 3M | +8.3% | +12.1% | -3.8% | +6.8% |
| 6M | +13.1% | +91.2% | -78.0% | +4.0% |
| YTD | +12.5% | +36.3% | -23.8% | +7.6% |
| 1Y | +21.8% | +35.2% | -13.5% | +16.4% |
| 3Y | +48.8% | -15.8% | +64.6% | +47.4% |
| 5Y | +62.1% | -58.9% | +121.0% | +79.6% |
| All | +155.5% | +6.1% | +149.4% | +126.4% |
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