+137.2%
APTV vs WWD
+822.8%
-685.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | +0.2% |
| 7D | -1.7% | +4.0% | -5.7% | -3.8% |
| 30D | -11.6% | +0.4% | -12.0% | -12.4% |
| 3M | -21.2% | -7.9% | -13.3% | -18.4% |
| 6M | -28.5% | -10.6% | -17.9% | -26.0% |
| YTD | -49.1% | +9.4% | -58.5% | -53.9% |
| 1Y | -52.2% | +25.7% | -77.9% | -60.3% |
| 3Y | -48.6% | +148.5% | -197.2% | -72.2% |
| 5Y | -77.3% | +189.5% | -266.8% | -88.9% |
| 10Y | -26.9% | +451.8% | -478.6% | -75.8% |
| All | +137.2% | +822.8% | -685.6% | -40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling