+164.3%
APD vs WST
+322.7%
-158.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -2.2% | +0.7% | -3.0% | -2.4% |
| 30D | +2.1% | -3.1% | +5.2% | +2.7% |
| 3M | +7.2% | +7.2% | 0.0% | +5.5% |
| 6M | +11.2% | +36.8% | -25.6% | +3.9% |
| YTD | +24.4% | +23.8% | +0.5% | +18.3% |
| 1Y | +6.7% | +37.8% | -31.1% | -1.1% |
| 3Y | +9.2% | -15.9% | +25.1% | +7.1% |
| 5Y | +27.4% | -25.8% | +53.2% | +27.5% |
| All | +164.3% | +322.7% | -158.4% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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