+27.9%
APD vs WCC
+216.1%
-188.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.8% | -1.7% |
| 7D | -2.2% | +4.5% | -6.7% | -3.0% |
| 30D | +2.1% | -5.8% | +7.9% | +3.1% |
| 3M | +7.2% | -3.7% | +10.8% | +7.2% |
| 6M | +11.2% | +23.1% | -11.8% | +5.2% |
| YTD | +24.4% | +44.2% | -19.8% | +13.1% |
| 1Y | +6.7% | +62.1% | -55.4% | -6.0% |
| 3Y | +9.2% | +121.1% | -111.9% | -14.5% |
| All | +27.9% | +216.1% | -188.1% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling