+12.2%
APH vs WAB
+45.8%
-33.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -2.2% |
| 7D | -5.0% | +4.0% | -9.0% | -7.4% |
| 30D | -8.4% | +6.3% | -14.7% | -11.6% |
| 3M | -4.5% | +3.3% | -7.8% | -6.4% |
| 6M | +25.3% | +14.5% | +10.8% | +13.9% |
| YTD | +18.9% | +42.7% | -23.8% | -8.1% |
| All | +12.2% | +45.8% | -33.5% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling