+12.0%
WBD vs APD
+168.7%
-156.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.6% | +1.3% |
| 7D | -0.6% | -3.5% | +2.9% | +0.9% |
| 30D | +4.2% | -5.1% | +9.2% | +6.5% |
| 3M | +7.5% | +6.9% | +0.7% | +3.8% |
| 6M | +1.6% | +8.1% | -6.5% | -2.8% |
| YTD | -2.2% | +21.2% | -23.4% | -11.6% |
| 1Y | +124.9% | +4.9% | +120.0% | +115.9% |
| 3Y | +149.1% | +6.3% | +142.8% | +134.5% |
| 5Y | +7.8% | +24.3% | -16.4% | -7.2% |
| All | +12.0% | +168.7% | -156.7% | -29.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling