+355.9%
APH vs WSM
+179.2%
+176.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.3% |
| 7D | +5.0% | -3.3% | +8.2% | +5.9% |
| 30D | -3.9% | -8.4% | +4.5% | -1.6% |
| 3M | +13.0% | +9.7% | +3.3% | +9.7% |
| 6M | +25.2% | +16.7% | +8.5% | +19.2% |
| YTD | +22.9% | +28.7% | -5.7% | +14.2% |
| 1Y | +47.8% | +13.7% | +34.2% | +41.4% |
| 3Y | +283.0% | +230.1% | +52.9% | +165.9% |
| All | +355.9% | +179.2% | +176.8% | +211.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling