+190.7%
APD vs WSM
+1,181.2%
-990.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -1.2% | -3.0% | +1.8% | -0.6% |
| 30D | +11.0% | +10.1% | +1.0% | +9.2% |
| 3M | +2.6% | +4.9% | -2.3% | +1.6% |
| 6M | +4.8% | +49.8% | -44.9% | -2.6% |
| YTD | +31.0% | +48.7% | -17.8% | +21.1% |
| 1Y | +23.4% | +38.7% | -15.3% | +15.4% |
| 3Y | +28.4% | +269.5% | -241.2% | -3.3% |
| 5Y | +15.2% | +179.0% | -163.8% | -11.6% |
| 10Y | +190.7% | +1,162.3% | -971.6% | +56.5% |
| All | +190.7% | +1,181.2% | -990.5% | +56.5% |
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