+192.8%
APD vs WWD
+442.7%
-249.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.9% |
| 7D | +2.2% | +8.2% | -6.0% | -0.1% |
| 30D | +9.4% | -0.2% | +9.6% | +9.1% |
| 3M | +4.7% | -8.4% | +13.1% | +6.8% |
| 6M | +5.5% | -9.5% | +15.0% | +7.2% |
| YTD | +31.4% | +10.1% | +21.3% | +24.2% |
| 1Y | +24.1% | +21.6% | +2.5% | +13.3% |
| 3Y | +28.8% | +149.6% | -120.8% | -8.8% |
| 5Y | +15.8% | +191.3% | -175.5% | -23.8% |
| All | +192.8% | +442.7% | -249.9% | +56.7% |
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