+26.1%
APD vs WY
-21.5%
+47.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.3% | -0.7% |
| 7D | -2.5% | -2.1% | -0.4% | -1.8% |
| 30D | -1.9% | -10.5% | +8.6% | +2.1% |
| 3M | +8.2% | -4.9% | +13.1% | +9.5% |
| 6M | +10.7% | -4.9% | +15.7% | +11.6% |
| YTD | +22.9% | -1.7% | +24.6% | +21.7% |
| 1Y | +5.8% | -9.4% | +15.2% | +8.3% |
| 3Y | +7.8% | -22.3% | +30.1% | +15.6% |
| 5Y | +26.1% | -20.5% | +46.6% | +38.4% |
| All | +26.1% | -21.5% | +47.6% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 5y: compounded portfolio wealth divided by compounded WY 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…
5y analysis · Full analysis span regression · 6 months rolling