+955.2%
APH vs WST
+446.4%
+508.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -5.0% | +1.4% | -6.4% | -5.3% |
| 30D | -8.4% | +12.7% | -21.1% | -11.1% |
| 3M | -4.5% | +17.2% | -21.7% | -8.4% |
| 6M | +25.3% | +26.7% | -1.4% | +17.6% |
| YTD | +18.9% | +50.3% | -31.4% | +6.1% |
| 1Y | +11.9% | +50.2% | -38.3% | -0.2% |
| 3Y | +278.0% | +21.7% | +256.2% | +230.8% |
| 5Y | +306.4% | +2.0% | +304.4% | +268.9% |
| 10Y | +955.2% | +451.1% | +504.1% | +392.2% |
| All | +955.2% | +446.4% | +508.8% | +392.2% |
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