+1,394.0%
APD vs WCN
+7,961.2%
-6,567.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | -0.2% | +2.6% | -2.8% | -1.0% |
| 30D | +11.0% | +25.3% | -14.3% | +3.7% |
| 3M | +2.0% | +15.2% | -13.2% | -2.4% |
| 6M | +7.1% | +26.4% | -19.4% | -0.6% |
| YTD | +29.8% | +9.9% | +19.8% | +25.0% |
| 1Y | +24.0% | +16.2% | +7.9% | +17.6% |
| 3Y | +27.2% | +49.4% | -22.2% | +11.4% |
| 5Y | +12.8% | +46.2% | -33.4% | -0.8% |
| 10Y | +185.0% | +305.7% | -120.7% | +92.3% |
| All | +1,394.0% | +7,961.2% | -6,567.2% | +475.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling