-37.2%
APTV vs WSM
+26.2%
-63.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.8% | -4.7% |
| 7D | +2.0% | +2.6% | -0.6% | +0.7% |
| 30D | -7.7% | -9.5% | +1.8% | -3.1% |
| 3M | -34.0% | +12.9% | -46.9% | -40.2% |
| All | -37.2% | +26.2% | -63.4% | -46.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling