+270.9%
APH vs WSM
+260.3%
+10.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.1% |
| 7D | +4.9% | 0.0% | +4.9% | +4.9% |
| 30D | -5.4% | +5.1% | -10.5% | -7.0% |
| 3M | -5.5% | +5.1% | -10.6% | -7.2% |
| 6M | +25.9% | +48.6% | -22.7% | +11.5% |
| YTD | +16.4% | +44.2% | -27.8% | +4.2% |
| 1Y | +16.5% | +38.1% | -21.6% | +5.4% |
| 3Y | +270.9% | +257.2% | +13.6% | +182.2% |
| All | +270.9% | +260.3% | +10.6% | +182.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling