-3.2%
WAT vs APD
+27.6%
-30.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.6% |
| 7D | -1.3% | -2.2% | +0.9% | -0.4% |
| 30D | +2.3% | +2.1% | +0.3% | +1.5% |
| 3M | +8.7% | +7.2% | +1.6% | +5.5% |
| 6M | +28.3% | +11.2% | +17.1% | +22.0% |
| YTD | +7.8% | +24.4% | -16.6% | -2.8% |
| 1Y | +36.6% | +6.7% | +29.9% | +31.3% |
| 3Y | +45.7% | +9.2% | +36.4% | +36.3% |
| All | -3.2% | +27.6% | -30.8% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling