+18.3%
APD vs WTW
+55.3%
-37.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.5% |
| 7D | +3.8% | +2.0% | +1.9% | +3.2% |
| 30D | +8.2% | +12.9% | -4.7% | +4.0% |
| 3M | +4.3% | +0.7% | +3.5% | +3.8% |
| 6M | +4.7% | +39.5% | -34.8% | -6.8% |
| YTD | +31.5% | +3.1% | +28.4% | +29.1% |
| 1Y | +23.5% | +4.8% | +18.8% | +20.3% |
| 3Y | +29.1% | +42.9% | -13.8% | +7.9% |
| All | +18.3% | +55.3% | -37.0% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling