+167.3%
APD vs WSM
+1,071.8%
-904.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | -3.3% | -0.5% | -2.7% | -3.2% |
| 30D | -4.2% | -7.7% | +3.6% | -2.9% |
| 3M | +5.4% | +3.8% | +1.7% | +4.5% |
| 6M | +6.3% | +22.7% | -16.4% | +2.0% |
| YTD | +20.3% | +28.0% | -7.7% | +14.2% |
| 1Y | +1.6% | +12.7% | -11.1% | -1.6% |
| 3Y | +4.0% | +231.3% | -227.3% | -20.4% |
| 5Y | +23.3% | +177.2% | -153.9% | -5.6% |
| All | +167.3% | +1,071.8% | -904.5% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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