-18.4%
APTV vs WSM
+1,071.8%
-1,090.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.8% |
| 7D | -5.0% | -0.5% | -4.5% | -4.9% |
| 30D | -6.1% | -7.7% | +1.7% | -3.0% |
| 3M | -33.0% | +3.8% | -36.8% | -34.4% |
| 6M | -35.2% | +22.7% | -57.9% | -40.8% |
| YTD | -40.1% | +28.0% | -68.2% | -46.3% |
| 1Y | -45.6% | +12.7% | -58.3% | -48.7% |
| 3Y | -54.4% | +231.3% | -285.6% | -74.6% |
| 5Y | -68.9% | +177.2% | -246.1% | -82.2% |
| All | -18.4% | +1,071.8% | -1,090.2% | -76.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling