+948.3%
APH vs WCC
+440.3%
+508.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +11.1% | +14.2% | -3.1% | +6.2% |
| 30D | -7.3% | -9.8% | +2.5% | -3.8% |
| 3M | -6.2% | -10.1% | +4.0% | -2.5% |
| 6M | +24.9% | -9.4% | +34.3% | +29.1% |
| YTD | +18.4% | +34.4% | -16.0% | +6.4% |
| 1Y | +13.0% | +23.3% | -10.3% | +4.5% |
| 3Y | +276.4% | +137.9% | +138.5% | +168.3% |
| 5Y | +296.4% | +144.0% | +152.4% | +166.1% |
| All | +948.3% | +440.3% | +508.0% | +373.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling