+22.0%
WAT vs APD
+24.7%
-2.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.1% |
| 7D | +0.7% | -1.2% | +1.9% | +0.8% |
| 30D | +9.0% | +11.0% | -2.1% | +8.1% |
| 3M | +13.5% | +2.6% | +10.9% | +13.1% |
| 6M | +35.3% | +4.8% | +30.5% | +34.3% |
| YTD | +24.0% | +31.0% | -7.0% | +19.3% |
| 1Y | +22.0% | +23.4% | -1.4% | +19.0% |
| All | +22.0% | +24.7% | -2.7% | +19.0% |
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