+26.1%
APD vs WCN
+30.9%
-4.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -0.8% |
| 7D | -2.5% | -0.4% | -2.0% | -2.3% |
| 30D | -1.9% | -2.1% | +0.2% | -1.1% |
| 3M | +8.2% | +6.4% | +1.9% | +5.1% |
| 6M | +10.7% | -3.7% | +14.4% | +11.8% |
| YTD | +22.9% | -6.4% | +29.3% | +25.3% |
| 1Y | +5.8% | -7.9% | +13.7% | +8.7% |
| 3Y | +7.8% | +20.8% | -13.0% | -4.8% |
| 5Y | +26.1% | +29.0% | -2.9% | +4.5% |
| All | +26.1% | +30.9% | -4.8% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling