+141.4%
APTV vs WST
+2,193.9%
-2,052.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.9% | -5.3% | -4.0% |
| 7D | -10.2% | -3.1% | -7.1% | -9.3% |
| 30D | -10.8% | +9.1% | -19.9% | -13.2% |
| 3M | -14.8% | +14.7% | -29.5% | -18.5% |
| 6M | -30.6% | +28.0% | -58.6% | -36.0% |
| YTD | -48.2% | +45.6% | -93.8% | -54.5% |
| 1Y | -52.0% | +45.7% | -97.6% | -57.9% |
| 3Y | -47.0% | +21.1% | -68.1% | -55.3% |
| 5Y | -77.5% | +0.3% | -77.8% | -80.1% |
| 10Y | -27.0% | +449.0% | -476.0% | -70.2% |
| All | +141.4% | +2,193.9% | -2,052.5% | -47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling