+163.7%
APD vs WU
-41.4%
+205.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.3% |
| 7D | -2.5% | -0.8% | -1.6% | -2.2% |
| 30D | -1.9% | -1.1% | -0.8% | -1.6% |
| 3M | +8.2% | -1.8% | +10.0% | +7.3% |
| 6M | +10.7% | -23.9% | +34.7% | +19.9% |
| YTD | +22.9% | -20.4% | +43.3% | +30.5% |
| 1Y | +5.8% | -10.6% | +16.4% | +6.9% |
| 3Y | +7.8% | -27.7% | +35.5% | +15.7% |
| 5Y | +26.1% | -51.1% | +77.2% | +55.8% |
| 10Y | +163.7% | -40.7% | +204.4% | +190.4% |
| All | +163.7% | -41.4% | +205.1% | +190.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling