-68.8%
APTV vs WCN
+25.5%
-94.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +3.0% |
| 7D | -1.8% | -4.4% | +2.6% | -0.4% |
| 30D | -7.9% | -4.4% | -3.5% | -6.6% |
| 3M | -29.9% | +0.5% | -30.4% | -30.2% |
| 6M | -36.6% | -3.3% | -33.3% | -36.1% |
| YTD | -40.0% | -8.5% | -31.5% | -38.4% |
| 1Y | -44.0% | -8.9% | -35.1% | -42.6% |
| 3Y | -54.5% | +18.0% | -72.6% | -61.0% |
| 5Y | -68.8% | +25.0% | -93.8% | -75.0% |
| All | -68.8% | +25.5% | -94.3% | -75.0% |
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