+12.4%
APD vs WCN
+45.2%
-32.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.2% | -1.1% |
| 7D | -3.7% | +2.9% | -6.6% | -4.4% |
| 30D | +9.6% | +22.1% | -12.5% | +3.8% |
| 3M | +1.6% | +13.2% | -11.5% | -1.8% |
| 6M | +2.2% | +23.7% | -21.5% | -4.1% |
| YTD | +25.9% | +8.7% | +17.1% | +22.9% |
| 1Y | +20.1% | +15.3% | +4.8% | +14.7% |
| 3Y | +12.4% | +46.0% | -33.6% | -0.4% |
| All | +12.4% | +45.2% | -32.8% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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