+4.8%
APD vs WTW
+61.8%
-57.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.6% |
| 7D | -3.5% | -7.8% | +4.3% | -1.9% |
| 30D | -5.1% | -7.9% | +2.8% | -3.6% |
| 3M | +6.9% | +19.9% | -13.1% | +3.0% |
| 6M | +8.1% | +9.8% | -1.7% | +5.8% |
| YTD | +21.2% | -3.3% | +24.6% | +22.2% |
| 1Y | +4.9% | -3.3% | +8.2% | +5.6% |
| All | +4.8% | +61.8% | -57.0% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 3y: compounded portfolio wealth divided by compounded WTW 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…
3y analysis · Full analysis span regression · 6 months rolling