+193.5%
APTV vs WST
+1,850.5%
-1,657.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.3% |
| 7D | +4.8% | +0.7% | +4.1% | +4.5% |
| 30D | +2.0% | -3.1% | +5.1% | +3.0% |
| 3M | -34.2% | +7.2% | -41.5% | -35.9% |
| 6M | -34.7% | +36.8% | -71.5% | -41.4% |
| YTD | -37.0% | +23.8% | -60.8% | -41.8% |
| 1Y | -40.4% | +37.8% | -78.2% | -47.0% |
| 3Y | -54.1% | -15.9% | -38.2% | -55.6% |
| 5Y | -68.0% | -25.8% | -42.2% | -68.7% |
| 10Y | -15.5% | +319.6% | -335.1% | -62.1% |
| All | +193.5% | +1,850.5% | -1,657.1% | -32.8% |
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