+871.6%
APH vs WCC
+447.5%
+424.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.2% | +2.0% | +3.4% |
| 7D | -5.9% | -14.7% | +8.8% | -0.5% |
| 30D | -14.8% | -20.1% | +5.3% | -7.8% |
| 3M | -12.4% | -21.2% | +8.7% | -4.9% |
| 6M | +8.1% | -19.2% | +27.2% | +16.0% |
| YTD | +10.9% | +20.2% | -9.3% | +3.7% |
| 1Y | +8.8% | +14.5% | -5.7% | +3.3% |
| 3Y | +262.1% | +115.1% | +146.9% | +167.7% |
| 5Y | +283.1% | +121.5% | +161.6% | +166.6% |
| All | +871.6% | +447.5% | +424.0% | +373.3% |
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 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