+4.2%
WBD vs APD
+25.2%
-21.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | -1.7% | -4.6% | +2.9% | +0.4% |
| 30D | +3.9% | -4.2% | +8.1% | +5.8% |
| 3M | +5.1% | +5.0% | +0.1% | +2.1% |
| 6M | +0.6% | +8.9% | -8.4% | -4.4% |
| YTD | -3.2% | +21.9% | -25.1% | -13.5% |
| 1Y | +127.7% | +5.6% | +122.1% | +118.2% |
| 3Y | +146.6% | +6.9% | +139.7% | +131.0% |
| 5Y | +4.2% | +25.3% | -21.2% | -20.1% |
| All | +4.2% | +25.2% | -21.1% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling