+955.2%
APH vs WSM
+1,226.6%
-271.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -5.0% | +3.1% | -8.1% | -5.8% |
| 30D | -8.4% | +8.5% | -16.9% | -10.5% |
| 3M | -4.5% | +4.6% | -9.1% | -5.9% |
| 6M | +25.3% | +44.5% | -19.3% | +13.3% |
| YTD | +18.9% | +48.4% | -29.5% | +6.8% |
| 1Y | +11.9% | +36.2% | -24.3% | +2.6% |
| 3Y | +278.0% | +268.8% | +9.2% | +161.7% |
| 5Y | +306.4% | +185.2% | +121.2% | +187.8% |
| 10Y | +955.2% | +1,175.8% | -220.7% | +396.1% |
| All | +955.2% | +1,226.6% | -271.4% | +396.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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