+955.2%
APH vs WWD
+460.9%
+494.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | -5.0% | +0.4% | -5.5% | -5.0% |
| 30D | -8.4% | -0.4% | -7.9% | -7.9% |
| 3M | -4.5% | -6.1% | +1.6% | -1.6% |
| 6M | +25.3% | -9.5% | +34.8% | +30.3% |
| YTD | +18.9% | +10.8% | +8.1% | +12.5% |
| 1Y | +11.9% | +23.5% | -11.6% | +0.7% |
| 3Y | +278.0% | +151.3% | +126.7% | +148.6% |
| 5Y | +306.4% | +187.8% | +118.6% | +146.8% |
| 10Y | +955.2% | +461.1% | +494.1% | +403.3% |
| All | +955.2% | +460.9% | +494.3% | +403.3% |
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