+930.0%
APH vs WWD
+439.4%
+490.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | +4.9% | +4.0% | +0.9% | +3.2% |
| 30D | -5.4% | +0.4% | -5.8% | -5.2% |
| 3M | -5.5% | -7.9% | +2.5% | -1.8% |
| 6M | +25.9% | -10.6% | +36.5% | +31.6% |
| YTD | +16.4% | +9.4% | +7.0% | +10.7% |
| 1Y | +16.5% | +25.7% | -9.3% | +4.0% |
| 3Y | +270.9% | +148.5% | +122.3% | +145.0% |
| 5Y | +289.5% | +189.5% | +100.0% | +136.0% |
| All | +930.0% | +439.4% | +490.6% | +392.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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