+262.1%
APH vs WSM
+245.0%
+17.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.8% | +5.9% | +4.6% |
| 7D | -5.9% | +0.5% | -6.5% | -6.2% |
| 30D | -14.8% | +6.0% | -20.8% | -16.5% |
| 3M | -12.4% | +3.2% | -15.6% | -13.6% |
| 6M | +8.1% | +37.1% | -29.1% | -2.0% |
| YTD | +10.9% | +44.2% | -33.2% | -0.6% |
| 1Y | +8.8% | +34.2% | -25.4% | -0.9% |
| 3Y | +262.1% | +249.3% | +12.8% | +173.5% |
| All | +262.1% | +245.0% | +17.0% | +173.5% |
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