+1,332.1%
APD vs WCN
+6,839.3%
-5,507.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | -2.2% | -0.6% | -1.6% | -2.0% |
| 30D | +2.1% | +0.4% | +1.7% | +2.0% |
| 3M | +7.2% | +7.3% | -0.1% | +4.7% |
| 6M | +11.2% | -2.5% | +13.8% | +11.5% |
| YTD | +24.4% | -5.4% | +29.8% | +25.5% |
| 1Y | +6.7% | -8.5% | +15.1% | +8.7% |
| 3Y | +9.2% | +20.8% | -11.6% | +2.0% |
| 5Y | +27.4% | +30.0% | -2.7% | +16.1% |
| 10Y | +164.8% | +238.4% | -73.6% | +88.6% |
| All | +1,332.1% | +6,839.3% | -5,507.2% | +477.5% |
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 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