+930.0%
APH vs WST
+456.5%
+473.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -3.0% | -2.1% |
| 7D | +4.9% | +4.2% | +0.7% | +3.8% |
| 30D | -5.4% | +11.2% | -16.6% | -7.9% |
| 3M | -5.5% | +20.4% | -25.8% | -10.0% |
| 6M | +25.9% | +37.9% | -12.0% | +15.6% |
| YTD | +16.4% | +51.8% | -35.4% | +3.5% |
| 1Y | +16.5% | +56.6% | -40.1% | +2.7% |
| 3Y | +270.9% | +24.2% | +246.6% | +222.5% |
| 5Y | +289.5% | +0.7% | +288.8% | +255.9% |
| All | +930.0% | +456.5% | +473.5% | +377.7% |
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