+135.2%
WBD vs APD
+4.2%
+131.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | +1.0% | +7.1% | -6.1% | -3.7% |
| 30D | +26.7% | -3.3% | +30.0% | +29.5% |
| 3M | +91.1% | -9.4% | +100.5% | +104.6% |
| 6M | +164.8% | -0.6% | +165.4% | +166.3% |
| YTD | +114.5% | -8.2% | +122.6% | +125.2% |
| 1Y | +141.9% | -14.9% | +156.8% | +161.9% |
| All | +135.2% | +4.2% | +131.0% | +134.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling