+27.9%
APD vs WST
-25.7%
+53.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -2.2% | +0.7% | -3.0% | -2.3% |
| 30D | +2.1% | -3.1% | +5.2% | +2.4% |
| 3M | +7.2% | +7.2% | 0.0% | +6.3% |
| 6M | +11.2% | +36.8% | -25.6% | +7.2% |
| YTD | +24.4% | +23.8% | +0.5% | +21.1% |
| 1Y | +6.7% | +37.8% | -31.1% | +2.5% |
| 3Y | +9.2% | -15.9% | +25.1% | +8.2% |
| All | +27.9% | -25.7% | +53.6% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling