+9.2%
WBD vs APD
+157.7%
-148.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.6% | -7.1% | +20.7% | +16.7% |
| 7D | +13.6% | -7.1% | +20.7% | +16.7% |
| 30D | +13.6% | -7.1% | +20.7% | +16.7% |
| 3M | +13.6% | -7.1% | +20.7% | +16.7% |
| 6M | +13.3% | -3.6% | +16.9% | +14.3% |
| YTD | +7.4% | +16.1% | -8.7% | -1.1% |
| 1Y | +63.0% | +5.7% | +57.3% | +55.5% |
| 3Y | +206.7% | +7.9% | +198.8% | +186.7% |
| 5Y | +18.4% | +23.4% | -5.0% | +2.2% |
| All | +9.2% | +157.7% | -148.5% | -35.4% |
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