+114,578.9%
APH vs WST
+15,349.1%
+99,229.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.0% | -5.3% | -7.9% |
| 7D | -12.7% | -5.8% | -6.9% | -10.7% |
| 30D | -19.2% | +5.3% | -24.5% | -20.6% |
| 3M | -16.7% | +11.8% | -28.5% | -20.1% |
| 6M | +5.1% | +26.7% | -21.6% | -3.8% |
| YTD | +6.6% | +43.0% | -36.4% | -7.5% |
| 1Y | +3.9% | +38.9% | -35.0% | -9.0% |
| 3Y | +246.0% | +18.2% | +227.9% | +189.0% |
| 5Y | +268.0% | -1.5% | +269.5% | +219.1% |
| 10Y | +868.2% | +439.0% | +429.3% | +285.9% |
| All | +114,578.9% | +15,349.1% | +99,229.7% | +11,196.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling