+355.9%
APH vs WST
-25.7%
+381.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | +5.0% | +0.7% | +4.2% | +4.8% |
| 30D | -3.9% | -3.1% | -0.7% | -3.3% |
| 3M | +13.0% | +7.2% | +5.8% | +11.4% |
| 6M | +25.2% | +36.8% | -11.7% | +17.2% |
| YTD | +22.9% | +23.8% | -0.9% | +17.2% |
| 1Y | +47.8% | +37.8% | +10.1% | +37.7% |
| 3Y | +283.0% | -15.9% | +298.9% | +280.0% |
| All | +355.9% | -25.7% | +381.6% | +349.2% |
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