+137.2%
APTV vs WCN
+920.4%
-783.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.7% | +2.6% | -4.3% | -3.0% |
| 30D | -11.6% | +23.9% | -35.5% | -20.8% |
| 3M | -21.2% | +17.4% | -38.6% | -27.6% |
| 6M | -28.5% | +28.0% | -56.5% | -37.6% |
| YTD | -49.1% | +11.6% | -60.6% | -52.7% |
| 1Y | -52.2% | +16.9% | -69.1% | -56.8% |
| 3Y | -48.6% | +51.6% | -100.2% | -61.4% |
| 5Y | -77.3% | +48.0% | -125.2% | -82.9% |
| 10Y | -26.9% | +322.6% | -349.5% | -68.6% |
| All | +137.2% | +920.4% | -783.2% | -31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling