+137.0%
APO vs WWD
+192.1%
-55.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.5% |
| 7D | +0.1% | +0.8% | -0.7% | -0.3% |
| 30D | +3.9% | -6.4% | +10.3% | +6.8% |
| 3M | +3.8% | -5.6% | +9.4% | +5.7% |
| 6M | +22.3% | -9.1% | +31.4% | +25.5% |
| YTD | -7.8% | +12.5% | -20.3% | -15.9% |
| 1Y | -0.3% | +41.3% | -41.7% | -20.8% |
| 3Y | +57.1% | +170.2% | -113.1% | -15.0% |
| 5Y | +137.0% | +192.5% | -55.5% | +15.1% |
| All | +137.0% | +192.1% | -55.1% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling