-70.1%
APTV vs WWD
+191.3%
-261.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.5% |
| 7D | -1.2% | +0.6% | -1.8% | -1.4% |
| 30D | -10.6% | -5.1% | -5.5% | -8.6% |
| 3M | -35.0% | -11.2% | -23.8% | -32.2% |
| 6M | -38.9% | -12.0% | -26.9% | -36.7% |
| YTD | -41.5% | +12.0% | -53.5% | -47.1% |
| 1Y | -45.8% | +42.8% | -88.6% | -57.6% |
| 3Y | -55.7% | +168.9% | -224.6% | -77.7% |
| 5Y | -70.1% | +192.2% | -262.3% | -86.6% |
| All | -70.1% | +191.3% | -261.4% | -86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 5y: compounded portfolio wealth divided by compounded WWD 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…
5y analysis · Full analysis span regression · 6 months rolling