-18.4%
APTV vs WPM
+558.4%
-576.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.6% |
| 7D | -5.0% | -0.6% | -4.5% | -5.0% |
| 30D | -6.1% | +14.4% | -20.5% | -7.7% |
| 3M | -33.0% | +37.0% | -70.0% | -35.7% |
| 6M | -35.2% | +4.1% | -39.4% | -36.1% |
| YTD | -40.1% | +31.7% | -71.9% | -42.6% |
| 1Y | -45.6% | +44.2% | -89.8% | -48.5% |
| 3Y | -54.4% | +265.5% | -319.8% | -62.1% |
| 5Y | -68.9% | +262.5% | -331.4% | -74.6% |
| All | -18.4% | +558.4% | -576.8% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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