+883.4%
APH vs WWD
+461.1%
+422.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.4% | +0.7% | +2.7% |
| 7D | -5.9% | +4.2% | -10.1% | -7.4% |
| 30D | -14.8% | -2.1% | -12.7% | -13.8% |
| 3M | -12.4% | -13.2% | +0.7% | -6.8% |
| 6M | +8.1% | -16.9% | +24.9% | +16.4% |
| YTD | +10.9% | +5.2% | +5.7% | +7.3% |
| 1Y | +8.8% | +20.6% | -11.8% | -1.2% |
| 3Y | +262.1% | +146.3% | +115.7% | +140.3% |
| 5Y | +283.1% | +171.3% | +111.8% | +138.6% |
| All | +883.4% | +461.1% | +422.3% | +376.5% |
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