+61,451.9%
APH vs WST
+13,282.2%
+48,169.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.3% | -47.5% | -47.7% |
| 7D | -48.7% | -1.8% | -46.9% | -48.3% |
| 30D | -51.9% | -3.1% | -48.8% | -51.3% |
| 3M | -43.6% | +7.2% | -50.8% | -44.9% |
| 6M | -37.5% | +36.8% | -74.3% | -44.6% |
| YTD | -38.6% | +23.8% | -62.5% | -43.7% |
| 1Y | -26.3% | +37.8% | -64.1% | -35.4% |
| 3Y | +89.2% | -15.9% | +105.1% | +80.5% |
| 5Y | +119.8% | -25.8% | +145.6% | +112.7% |
| 10Y | +454.3% | +319.6% | +134.7% | +143.3% |
| All | +61,451.9% | +13,282.2% | +48,169.7% | +6,300.8% |
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