+12.4%
APD vs WCC
+110.7%
-98.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -1.8% |
| 7D | -3.7% | -14.7% | +11.0% | -2.0% |
| 30D | +9.6% | -20.1% | +29.7% | +12.3% |
| 3M | +1.6% | -21.2% | +22.8% | +4.1% |
| 6M | +2.2% | -19.2% | +21.3% | +3.9% |
| YTD | +25.9% | +20.2% | +5.6% | +18.7% |
| 1Y | +20.1% | +14.5% | +5.7% | +14.2% |
| 3Y | +12.4% | +115.1% | -102.7% | -15.0% |
| All | +12.4% | +110.7% | -98.3% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 3y: compounded portfolio wealth divided by compounded WCC 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…
3y analysis · Full analysis span regression · 6 months rolling