+5,927.3%
APD vs WSM
+34,755.7%
-28,828.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.3% |
| 7D | -2.2% | -3.3% | +1.0% | -1.7% |
| 30D | +2.1% | -8.4% | +10.5% | +3.5% |
| 3M | +7.2% | +9.7% | -2.5% | +5.4% |
| 6M | +11.2% | +16.7% | -5.4% | +8.0% |
| YTD | +24.4% | +28.7% | -4.3% | +18.7% |
| 1Y | +6.7% | +13.7% | -7.0% | +3.5% |
| 3Y | +9.2% | +230.1% | -220.8% | -13.0% |
| 5Y | +27.4% | +179.0% | -151.6% | +1.4% |
| 10Y | +164.8% | +1,002.5% | -837.7% | +60.7% |
| All | +5,927.3% | +34,755.7% | -28,828.4% | +1,976.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling