+140.0%
WBD vs APD
+6.0%
+134.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.4% |
| 7D | -1.8% | -2.2% | +0.4% | -1.8% |
| 30D | +8.8% | +2.1% | +6.7% | +8.8% |
| 3M | +4.6% | +7.2% | -2.5% | +4.7% |
| 6M | +1.1% | +11.2% | -10.2% | +1.1% |
| YTD | -2.0% | +24.4% | -26.4% | -2.7% |
| 1Y | +140.0% | +6.7% | +133.4% | +217.5% |
| All | +140.0% | +6.0% | +134.0% | +217.5% |
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