+12,001.8%
WAT vs APD
+2,233.2%
+9,768.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.6% |
| 7D | -1.1% | -3.7% | +2.6% | +0.3% |
| 30D | +5.0% | +9.6% | -4.7% | +1.3% |
| 3M | +14.5% | +1.6% | +12.8% | +13.6% |
| 6M | +30.9% | +2.2% | +28.7% | +29.1% |
| YTD | +20.5% | +25.9% | -5.4% | +8.8% |
| 1Y | +23.3% | +20.1% | +3.1% | +13.1% |
| 3Y | +81.5% | +12.4% | +69.1% | +67.3% |
| 5Y | +33.4% | +11.1% | +22.3% | +22.5% |
| 10Y | +231.5% | +190.1% | +41.4% | +108.0% |
| All | +12,001.8% | +2,233.2% | +9,768.7% | +4,436.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling