+1,055.9%
APH vs WST
+322.7%
+733.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | +5.0% | +0.7% | +4.2% | +4.7% |
| 30D | -3.9% | -3.1% | -0.7% | -3.1% |
| 3M | +13.0% | +7.2% | +5.8% | +10.9% |
| 6M | +25.2% | +36.8% | -11.7% | +14.8% |
| YTD | +22.9% | +23.8% | -0.9% | +15.4% |
| 1Y | +47.8% | +37.8% | +10.1% | +34.5% |
| 3Y | +283.0% | -15.9% | +298.9% | +275.6% |
| 5Y | +349.7% | -25.8% | +375.5% | +349.0% |
| All | +1,055.9% | +322.7% | +733.2% | +498.4% |
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