+185.0%
APD vs WST
+446.4%
-261.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -0.2% | +1.4% | -1.6% | -0.5% |
| 30D | +11.0% | +12.7% | -1.7% | +8.4% |
| 3M | +2.0% | +17.2% | -15.2% | -1.2% |
| 6M | +7.1% | +26.7% | -19.6% | +1.9% |
| YTD | +29.8% | +50.3% | -20.5% | +18.6% |
| 1Y | +24.0% | +50.2% | -26.2% | +13.4% |
| 3Y | +27.2% | +21.7% | +5.4% | +13.4% |
| 5Y | +12.8% | +2.0% | +10.7% | +4.0% |
| 10Y | +185.0% | +451.1% | -266.1% | +35.9% |
| All | +185.0% | +446.4% | -261.4% | +35.9% |
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