-19.1%
APTV vs WAT
+156.2%
-175.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.1% | -2.9% |
| 7D | -1.2% | -1.8% | +0.6% | -0.3% |
| 30D | -10.6% | -1.7% | -9.0% | -10.0% |
| 3M | -35.0% | +9.1% | -44.1% | -38.3% |
| 6M | -38.9% | +32.4% | -71.3% | -48.2% |
| YTD | -41.5% | +6.6% | -48.1% | -44.9% |
| 1Y | -45.8% | +34.7% | -80.5% | -55.3% |
| 3Y | -55.7% | +53.6% | -109.3% | -68.0% |
| 5Y | -70.1% | -4.1% | -66.0% | -72.2% |
| 10Y | -19.1% | +167.9% | -186.9% | -55.1% |
| All | -19.1% | +156.2% | -175.3% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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