-3.0%
APD vs WETO
-99.4%
+96.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.7% | -0.8% |
| 7D | -3.3% | -4.3% | +1.0% | -3.3% |
| 30D | -4.2% | -39.9% | +35.7% | -3.9% |
| 3M | +5.4% | -97.9% | +103.3% | +6.8% |
| 6M | +6.3% | -95.0% | +101.3% | +6.7% |
| YTD | +20.3% | -97.2% | +117.5% | +21.1% |
| 1Y | +1.6% | -98.9% | +100.5% | +2.6% |
| All | -3.0% | -99.4% | +96.4% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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