+137.2%
APTV vs WPM
+364.4%
-227.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -1.7% | -3.6% | +1.8% | -1.4% |
| 30D | -11.6% | +1.4% | -13.0% | -11.8% |
| 3M | -21.2% | -0.2% | -21.0% | -21.4% |
| 6M | -28.5% | -7.3% | -21.2% | -28.4% |
| YTD | -49.1% | +12.3% | -61.4% | -50.2% |
| 1Y | -52.2% | +24.9% | -77.1% | -53.8% |
| 3Y | -48.6% | +210.4% | -259.0% | -55.6% |
| 5Y | -77.3% | +210.4% | -287.6% | -80.6% |
| 10Y | -26.9% | +731.7% | -758.6% | -43.1% |
| All | +137.2% | +364.4% | -227.2% | +88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling