+714.6%
APD vs WU
-20.5%
+735.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.2% |
| 7D | -1.6% | +9.1% | -10.6% | -5.1% |
| 30D | +10.6% | +12.1% | -1.5% | +5.4% |
| 3M | +2.5% | +0.3% | +2.2% | +1.7% |
| 6M | +6.0% | -19.1% | +25.1% | +12.7% |
| YTD | +28.4% | -19.2% | +47.7% | +35.7% |
| 1Y | +22.2% | -15.3% | +37.4% | +26.3% |
| 3Y | +26.6% | -21.3% | +47.9% | +32.0% |
| 5Y | +11.8% | -41.7% | +53.4% | +27.8% |
| 10Y | +187.8% | -36.0% | +223.8% | +203.7% |
| All | +714.6% | -20.5% | +735.1% | +604.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling