+11.8%
APD vs WSM
+184.9%
-173.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.0% | -1.0% | +1.6% |
| 7D | -1.6% | +0.9% | -2.4% | -1.7% |
| 30D | +10.6% | +8.6% | +2.0% | +9.2% |
| 3M | +2.5% | +4.2% | -1.7% | +1.8% |
| 6M | +6.0% | +44.6% | -38.7% | -0.3% |
| YTD | +28.4% | +48.5% | -20.1% | +19.7% |
| 1Y | +22.2% | +34.7% | -12.5% | +15.6% |
| 3Y | +26.6% | +271.0% | -244.5% | -3.6% |
| 5Y | +11.8% | +180.9% | -169.2% | -18.5% |
| All | +11.8% | +184.9% | -173.2% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling