+282.2%
APH vs WST
-0.1%
+282.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.9% | +2.3% | +3.7% |
| 7D | -5.9% | -3.1% | -2.8% | -5.3% |
| 30D | -14.8% | +9.1% | -23.9% | -16.2% |
| 3M | -12.4% | +14.7% | -27.1% | -14.9% |
| 6M | +8.1% | +28.0% | -19.9% | +2.6% |
| YTD | +10.9% | +45.6% | -34.7% | +2.2% |
| 1Y | +8.8% | +45.7% | -36.9% | +0.2% |
| 3Y | +262.1% | +21.1% | +241.0% | +224.7% |
| All | +282.2% | -0.1% | +282.3% | +267.2% |
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 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