+36.6%
WAT vs APD
+6.0%
+30.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -1.3% | -2.2% | +0.9% | -1.1% |
| 30D | +2.3% | +2.1% | +0.3% | +2.2% |
| 3M | +8.7% | +7.2% | +1.6% | +8.2% |
| 6M | +28.3% | +11.2% | +17.1% | +27.1% |
| YTD | +7.8% | +24.4% | -16.6% | +4.4% |
| 1Y | +36.6% | +6.7% | +29.9% | +41.7% |
| All | +36.6% | +6.0% | +30.6% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling