+6,246.9%
APD vs WST
+15,004.7%
-8,757.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.9% | +0.9% |
| 7D | -1.2% | +1.1% | -2.2% | -1.4% |
| 30D | +11.0% | +12.4% | -1.4% | +7.6% |
| 3M | +2.6% | +17.6% | -15.0% | -1.9% |
| 6M | +4.8% | +28.3% | -23.4% | -2.3% |
| YTD | +31.0% | +50.5% | -19.5% | +16.0% |
| 1Y | +23.4% | +49.4% | -26.0% | +9.5% |
| 3Y | +28.4% | +21.9% | +6.5% | +10.6% |
| 5Y | +15.2% | +0.4% | +14.8% | +2.2% |
| 10Y | +190.7% | +451.5% | -260.8% | +43.4% |
| All | +6,246.9% | +15,004.7% | -8,757.8% | +1,269.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling