+182.3%
APD vs WST
+441.1%
-258.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.9% |
| 7D | -3.7% | -3.1% | -0.6% | -3.1% |
| 30D | +9.6% | +9.1% | +0.5% | +7.7% |
| 3M | +1.6% | +14.7% | -13.0% | -1.2% |
| 6M | +2.2% | +28.0% | -25.8% | -3.0% |
| YTD | +25.9% | +45.6% | -19.8% | +15.8% |
| 1Y | +20.1% | +45.7% | -25.5% | +10.6% |
| 3Y | +12.4% | +21.1% | -8.7% | 0.0% |
| 5Y | +11.1% | +0.3% | +10.8% | +2.5% |
| All | +182.3% | +441.1% | -258.8% | +35.8% |
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