+179.9%
APTV vs WSM
+1,599.6%
-1,419.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.8% | -4.7% |
| 7D | +2.0% | +2.6% | -0.6% | +1.0% |
| 30D | -7.7% | -9.5% | +1.8% | -4.1% |
| 3M | -34.0% | +12.9% | -46.9% | -37.4% |
| 6M | -37.1% | +23.0% | -60.1% | -42.3% |
| YTD | -39.9% | +28.9% | -68.8% | -45.9% |
| 1Y | -44.4% | +13.7% | -58.1% | -47.6% |
| 3Y | -54.5% | +232.6% | -287.1% | -73.7% |
| 5Y | -69.1% | +185.9% | -255.0% | -81.8% |
| 10Y | -20.0% | +998.6% | -1,018.6% | -75.7% |
| All | +179.9% | +1,599.6% | -1,419.7% | -25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling