+883.4%
APH vs WST
+441.1%
+442.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.9% | +2.3% | +3.6% |
| 7D | -5.9% | -3.1% | -2.8% | -5.1% |
| 30D | -14.8% | +9.1% | -23.9% | -16.7% |
| 3M | -12.4% | +14.7% | -27.1% | -15.6% |
| 6M | +8.1% | +28.0% | -19.9% | +1.1% |
| YTD | +10.9% | +45.6% | -34.7% | -0.2% |
| 1Y | +8.8% | +45.7% | -36.9% | -2.3% |
| 3Y | +262.1% | +21.1% | +241.0% | +216.1% |
| 5Y | +283.1% | +0.3% | +282.8% | +248.5% |
| All | +883.4% | +441.1% | +442.3% | +362.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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