+955.2%
APH vs WU
-35.7%
+990.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.3% |
| 7D | -5.0% | +11.0% | -16.1% | -8.2% |
| 30D | -8.4% | +13.4% | -21.8% | -12.1% |
| 3M | -4.5% | +2.2% | -6.7% | -6.0% |
| 6M | +25.3% | -18.2% | +43.5% | +30.4% |
| YTD | +18.9% | -18.3% | +37.2% | +22.8% |
| 1Y | +11.9% | -12.2% | +24.1% | +12.4% |
| 3Y | +278.0% | -20.8% | +298.8% | +280.5% |
| 5Y | +306.4% | -42.6% | +349.0% | +357.5% |
| 10Y | +955.2% | -35.5% | +990.6% | +1,001.0% |
| All | +955.2% | -35.7% | +990.9% | +1,001.0% |
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