+23.2%
APD vs WAB
+47.8%
-24.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | +0.1% |
| 7D | -0.2% | +4.0% | -4.2% | -0.8% |
| 30D | +11.0% | +6.3% | +4.7% | +10.0% |
| 3M | +1.3% | +3.3% | -2.0% | +0.8% |
| 6M | +6.4% | +14.5% | -8.1% | +3.8% |
| YTD | +28.9% | +42.7% | -13.8% | +12.4% |
| 1Y | +23.2% | +45.2% | -22.0% | +5.6% |
| All | +23.2% | +47.8% | -24.6% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling