+1,217.1%
APD vs WCC
+1,713.7%
-496.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.8% | -1.8% |
| 7D | -2.2% | +4.5% | -6.7% | -3.2% |
| 30D | +2.1% | -5.8% | +7.9% | +3.2% |
| 3M | +7.2% | -3.7% | +10.8% | +7.1% |
| 6M | +11.2% | +23.1% | -11.8% | +4.5% |
| YTD | +24.4% | +44.2% | -19.8% | +12.3% |
| 1Y | +6.7% | +62.1% | -55.4% | -6.7% |
| 3Y | +9.2% | +121.1% | -111.9% | -14.4% |
| 5Y | +27.4% | +214.0% | -186.6% | -11.0% |
| 10Y | +164.8% | +472.8% | -308.0% | +47.8% |
| All | +1,217.1% | +1,713.7% | -496.7% | +391.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling