+187.8%
APD vs WWD
+494.7%
-306.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.9% | -2.9% | +0.7% |
| 7D | -1.6% | +4.2% | -5.7% | -2.8% |
| 30D | +10.6% | -0.8% | +11.4% | +10.5% |
| 3M | +2.5% | -8.2% | +10.7% | +4.5% |
| 6M | +6.0% | -9.8% | +15.8% | +7.8% |
| YTD | +28.4% | +10.4% | +18.0% | +21.3% |
| 1Y | +22.2% | +25.5% | -3.3% | +10.4% |
| 3Y | +26.6% | +155.8% | -129.2% | -11.1% |
| 5Y | +11.8% | +187.3% | -175.6% | -26.1% |
| 10Y | +187.8% | +462.7% | -274.9% | +54.8% |
| All | +187.8% | +494.7% | -306.9% | +54.8% |
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