+152.6%
APH vs WETO
-99.4%
+252.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | +0.2% | -57.2% | +57.4% | +0.8% |
| 30D | -3.3% | -48.8% | +45.4% | -4.8% |
| 3M | +14.0% | -97.7% | +111.7% | +17.5% |
| 6M | +24.4% | -94.3% | +118.7% | +24.9% |
| YTD | +21.4% | -97.0% | +118.5% | +22.3% |
| 1Y | +48.9% | -98.9% | +147.8% | +51.7% |
| All | +152.6% | -99.4% | +252.0% | +155.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 all: compounded portfolio wealth divided by compounded WETO 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…
all analysis · Full analysis span regression · 6 months rolling