+228.3%
WAT vs APD
+191.9%
+36.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +0.6% | +3.8% | -3.3% | -1.1% |
| 30D | +5.4% | +8.2% | -2.8% | +1.7% |
| 3M | +11.3% | +4.3% | +7.0% | +9.0% |
| 6M | +37.4% | +4.7% | +32.7% | +33.8% |
| YTD | +21.2% | +31.5% | -10.4% | +5.0% |
| 1Y | +21.3% | +23.5% | -2.2% | +8.0% |
| 3Y | +83.4% | +29.1% | +54.3% | +56.4% |
| 5Y | +29.0% | +15.9% | +13.1% | +12.8% |
| All | +228.3% | +191.9% | +36.4% | +69.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling