+90.5%
APH vs WST
-15.6%
+106.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.3% | -47.5% | -47.7% |
| 7D | -48.7% | -1.8% | -46.9% | -48.6% |
| 30D | -51.9% | -3.1% | -48.8% | -51.7% |
| 3M | -43.6% | +7.2% | -50.8% | -44.1% |
| 6M | -37.5% | +36.8% | -74.3% | -40.1% |
| YTD | -38.6% | +23.8% | -62.5% | -40.5% |
| 1Y | -26.3% | +37.8% | -64.1% | -29.5% |
| All | +90.5% | -15.6% | +106.1% | +90.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling