-77.5%
APTV vs WCN
+48.0%
-125.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.7% | +2.6% | -4.3% | -2.5% |
| 30D | -11.6% | +23.9% | -35.5% | -17.2% |
| 3M | -21.2% | +17.4% | -38.6% | -25.0% |
| 6M | -28.5% | +28.0% | -56.5% | -34.2% |
| YTD | -49.1% | +11.6% | -60.6% | -50.8% |
| 1Y | -52.2% | +16.9% | -69.1% | -54.9% |
| 3Y | -48.6% | +51.6% | -100.2% | -60.1% |
| All | -77.5% | +48.0% | -125.5% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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