+163.7%
APD vs WPM
+502.1%
-338.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -2.5% | +7.0% | -9.5% | -3.3% |
| 30D | -1.9% | +15.7% | -17.6% | -3.8% |
| 3M | +8.2% | +35.2% | -27.0% | +3.9% |
| 6M | +10.7% | +6.1% | +4.7% | +9.1% |
| YTD | +22.9% | +32.6% | -9.6% | +16.5% |
| 1Y | +5.8% | +46.9% | -41.1% | -1.5% |
| 3Y | +7.8% | +276.3% | -268.5% | -13.5% |
| 5Y | +26.1% | +260.0% | -233.9% | +0.2% |
| 10Y | +163.7% | +508.5% | -344.8% | +106.9% |
| All | +163.7% | +502.1% | -338.3% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling