+163.7%
APD vs WWD
+476.2%
-312.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.6% |
| 7D | -2.5% | +0.8% | -3.3% | -2.7% |
| 30D | -1.9% | -6.4% | +4.5% | -0.1% |
| 3M | +8.2% | -5.6% | +13.9% | +9.2% |
| 6M | +10.7% | -9.1% | +19.8% | +12.1% |
| YTD | +22.9% | +12.5% | +10.4% | +16.0% |
| 1Y | +5.8% | +41.3% | -35.5% | -7.6% |
| 3Y | +7.8% | +170.2% | -162.5% | -25.3% |
| 5Y | +26.1% | +192.5% | -166.4% | -16.8% |
| 10Y | +163.7% | +476.9% | -313.2% | +35.2% |
| All | +163.7% | +476.2% | -312.5% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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