-46.5%
APTV vs WSM
+44.0%
-90.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.5% | -1.8% | +1.1% |
| 7D | -1.9% | +8.0% | -9.9% | -5.9% |
| 30D | -1.4% | +13.5% | -14.9% | -8.1% |
| 3M | -9.3% | +8.8% | -18.2% | -13.6% |
| 6M | -27.3% | +54.7% | -82.0% | -45.5% |
| YTD | -43.1% | +53.3% | -96.4% | -57.8% |
| 1Y | -46.5% | +41.1% | -87.6% | -57.6% |
| All | -46.5% | +44.0% | -90.5% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling