+1,648.7%
APO vs WWD
+984.6%
+664.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.3% |
| 7D | +8.1% | +0.4% | +7.7% | +7.8% |
| 30D | +3.4% | -0.4% | +3.9% | +3.2% |
| 3M | -6.6% | -6.1% | -0.5% | -4.6% |
| 6M | -7.1% | -9.5% | +2.4% | -4.0% |
| YTD | -14.1% | +10.8% | -25.0% | -21.1% |
| 1Y | -4.7% | +23.5% | -28.2% | -17.6% |
| 3Y | +51.3% | +151.3% | -100.0% | -9.1% |
| 5Y | +82.7% | +187.8% | -105.1% | +1.0% |
| 10Y | +845.7% | +461.1% | +384.6% | +262.5% |
| All | +1,648.7% | +984.6% | +664.1% | +403.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling