+29.5%
WAT vs APD
+15.4%
+14.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.2% | -2.0% |
| 7D | +2.0% | +2.2% | -0.2% | +1.2% |
| 30D | +7.7% | +9.4% | -1.7% | +3.9% |
| 3M | +11.1% | +4.7% | +6.4% | +9.0% |
| 6M | +31.2% | +5.5% | +25.7% | +27.9% |
| YTD | +21.7% | +31.4% | -9.7% | +7.1% |
| 1Y | +19.3% | +24.1% | -4.8% | +7.4% |
| 3Y | +80.6% | +28.8% | +51.8% | +57.6% |
| 5Y | +29.5% | +15.8% | +13.8% | +12.3% |
| All | +29.5% | +15.4% | +14.1% | +12.3% |
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