-44.0%
APTV vs WAB
+47.7%
-91.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.7% | +2.7% |
| 7D | -1.8% | -0.2% | -1.6% | -1.7% |
| 30D | -7.9% | -5.9% | -2.1% | -4.9% |
| 3M | -29.9% | +9.4% | -39.3% | -34.2% |
| 6M | -36.6% | +13.8% | -50.4% | -42.2% |
| YTD | -40.0% | +31.8% | -71.7% | -50.7% |
| 1Y | -44.0% | +48.5% | -92.5% | -56.9% |
| All | -44.0% | +47.7% | -91.7% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling