+268.0%
APH vs WST
-7.2%
+275.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.0% | -5.3% | -8.5% |
| 7D | -12.7% | -5.8% | -6.9% | -11.6% |
| 30D | -19.2% | +5.3% | -24.5% | -20.0% |
| 3M | -16.7% | +11.8% | -28.5% | -18.6% |
| 6M | +5.1% | +26.7% | -21.6% | +0.1% |
| YTD | +6.6% | +43.0% | -36.4% | -1.4% |
| 1Y | +3.9% | +38.9% | -35.0% | -3.4% |
| 3Y | +246.0% | +18.2% | +227.9% | +212.2% |
| 5Y | +268.0% | -1.5% | +269.5% | +254.0% |
| All | +268.0% | -7.2% | +275.2% | +254.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling