-28.3%
APTV vs WST
+456.5%
-484.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.5% |
| 7D | -1.7% | +4.2% | -6.0% | -2.9% |
| 30D | -11.6% | +11.2% | -22.8% | -14.2% |
| 3M | -21.2% | +20.4% | -41.6% | -25.3% |
| 6M | -28.5% | +37.9% | -66.4% | -35.1% |
| YTD | -49.1% | +51.8% | -100.9% | -55.3% |
| 1Y | -52.2% | +56.6% | -108.8% | -58.5% |
| 3Y | -48.6% | +24.2% | -72.8% | -56.3% |
| 5Y | -77.3% | +0.7% | -77.9% | -79.8% |
| All | -28.3% | +456.5% | -484.9% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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