-77.5%
APTV vs WEC
+56.3%
-133.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | -1.7% | +2.3% | -4.1% | -2.4% |
| 30D | -11.6% | +11.1% | -22.7% | -14.1% |
| 3M | -21.2% | +8.4% | -29.6% | -23.0% |
| 6M | -28.5% | +7.5% | -36.0% | -30.2% |
| YTD | -49.1% | +15.3% | -64.4% | -51.4% |
| 1Y | -52.2% | +9.7% | -61.9% | -53.7% |
| 3Y | -48.6% | +64.7% | -113.3% | -57.8% |
| All | -77.5% | +56.3% | -133.8% | -81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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