+23.4%
APD vs WST
+49.3%
-26.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.9% | +0.9% |
| 7D | -1.2% | +1.0% | -2.2% | -1.3% |
| 30D | +11.0% | +12.3% | -1.3% | +9.1% |
| 3M | +2.6% | +17.5% | -14.9% | +0.1% |
| 6M | +4.8% | +28.2% | -23.3% | +1.0% |
| YTD | +31.0% | +50.4% | -19.4% | +26.3% |
| 1Y | +23.4% | +49.3% | -25.9% | +19.4% |
| All | +23.4% | +49.3% | -26.0% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling