+1,055.9%
APH vs WU
-40.5%
+1,096.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.2% |
| 7D | +5.0% | -0.8% | +5.8% | +5.1% |
| 30D | -3.9% | -1.1% | -2.8% | -3.8% |
| 3M | +13.0% | -3.9% | +16.8% | +12.4% |
| 6M | +25.2% | -20.7% | +45.8% | +32.3% |
| YTD | +22.9% | -18.4% | +41.3% | +27.8% |
| 1Y | +47.8% | -8.1% | +55.9% | +45.8% |
| 3Y | +283.0% | -24.2% | +307.2% | +293.2% |
| 5Y | +349.7% | -50.4% | +400.1% | +445.8% |
| All | +1,055.9% | -40.5% | +1,096.3% | +1,142.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling