+26.6%
WAT vs APD
+21.8%
+4.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.1% | +4.0% |
| 7D | +6.0% | -1.6% | +7.6% | +6.2% |
| 30D | +9.9% | +10.6% | -0.7% | +9.0% |
| 3M | +17.2% | +2.5% | +14.6% | +16.8% |
| 6M | +34.2% | +6.0% | +28.3% | +33.3% |
| YTD | +25.5% | +28.4% | -2.9% | +20.5% |
| All | +26.6% | +21.8% | +4.8% | +22.5% |
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