+1,055.9%
APH vs WWD
+485.4%
+570.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.4% |
| 7D | +5.0% | +1.3% | +3.7% | +4.4% |
| 30D | -3.9% | -7.2% | +3.3% | -0.9% |
| 3M | +13.0% | -3.8% | +16.8% | +14.2% |
| 6M | +25.2% | -9.9% | +35.1% | +29.4% |
| YTD | +22.9% | +14.8% | +8.1% | +14.2% |
| 1Y | +47.8% | +42.1% | +5.8% | +24.6% |
| 3Y | +283.0% | +170.8% | +112.2% | +143.4% |
| 5Y | +349.7% | +197.5% | +152.1% | +168.3% |
| All | +1,055.9% | +485.4% | +570.4% | +426.0% |
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