+11.5%
APD vs WPM
+280.0%
-268.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.9% |
| 7D | -2.2% | +1.1% | -3.3% | -2.3% |
| 30D | +2.1% | +26.4% | -24.3% | -0.1% |
| 3M | +7.2% | +20.8% | -13.7% | +5.0% |
| 6M | +11.2% | +1.1% | +10.1% | +10.5% |
| YTD | +24.4% | +32.5% | -8.1% | +18.0% |
| 1Y | +6.7% | +51.5% | -44.9% | -1.2% |
| All | +11.5% | +280.0% | -268.5% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling