+951.3%
APH vs WSM
+1,313.8%
-362.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +3.0% | +5.2% | +7.4% |
| 7D | +1.1% | +0.9% | +0.2% | +0.8% |
| 30D | -7.5% | +8.6% | -16.0% | -9.7% |
| 3M | -4.4% | +4.2% | -8.7% | -5.8% |
| 6M | +26.5% | +44.6% | -18.2% | +14.3% |
| YTD | +20.0% | +48.5% | -28.5% | +7.8% |
| 1Y | +16.9% | +34.7% | -17.8% | +7.4% |
| 3Y | +288.5% | +271.0% | +17.5% | +168.9% |
| 5Y | +310.3% | +180.9% | +129.4% | +191.8% |
| 10Y | +951.3% | +1,235.4% | -284.1% | +400.9% |
| All | +951.3% | +1,313.8% | -362.6% | +400.9% |
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