+834.7%
APD vs WPM
+5,236.6%
-4,401.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.4% | -2.0% |
| 7D | -3.7% | +16.9% | -20.6% | -6.1% |
| 30D | +9.6% | +2.0% | +7.6% | +9.0% |
| 3M | +1.6% | +8.9% | -7.3% | -0.3% |
| 6M | +2.2% | +1.6% | +0.6% | +0.9% |
| YTD | +25.9% | +16.5% | +9.4% | +20.1% |
| 1Y | +20.1% | +42.2% | -22.1% | +10.9% |
| 3Y | +12.4% | +213.3% | -200.9% | -10.2% |
| 5Y | +11.1% | +249.9% | -238.8% | -13.9% |
| 10Y | +190.1% | +549.4% | -359.2% | +94.3% |
| All | +834.7% | +5,236.6% | -4,401.9% | +263.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling