+137.5%
APTV vs WWD
+828.5%
-690.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.4% | -0.5% |
| 7D | -5.0% | +8.2% | -13.2% | -9.0% |
| 30D | -12.3% | -0.2% | -12.1% | -12.8% |
| 3M | -19.9% | -8.4% | -11.5% | -16.8% |
| 6M | -29.4% | -9.5% | -19.9% | -27.4% |
| YTD | -49.0% | +10.1% | -59.1% | -53.9% |
| 1Y | -53.1% | +21.6% | -74.7% | -60.3% |
| 3Y | -48.9% | +149.6% | -198.5% | -72.4% |
| 5Y | -77.2% | +191.3% | -268.5% | -88.9% |
| 10Y | -26.8% | +455.2% | -481.9% | -75.9% |
| All | +137.5% | +828.5% | -690.9% | -40.1% |
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