+31,130.4%
APH vs WCC
+1,713.7%
+29,416.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.9% | -3.0% | -0.3% |
| 7D | +5.0% | +4.5% | +0.5% | +3.6% |
| 30D | -3.9% | -5.8% | +1.9% | -2.2% |
| 3M | +13.0% | -3.7% | +16.6% | +14.0% |
| 6M | +25.2% | +23.1% | +2.1% | +17.1% |
| YTD | +22.9% | +44.2% | -21.2% | +9.6% |
| 1Y | +47.8% | +62.1% | -14.3% | +26.8% |
| 3Y | +283.0% | +121.1% | +161.9% | +189.9% |
| 5Y | +349.7% | +214.0% | +135.7% | +196.5% |
| 10Y | +1,061.2% | +472.8% | +588.4% | +483.5% |
| All | +31,130.4% | +1,713.7% | +29,416.7% | +9,204.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded WCC 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling