+298.2%
WBD vs APD
+839.1%
-540.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | +0.1% |
| 7D | -1.8% | -2.2% | +0.4% | -0.6% |
| 30D | +8.8% | +2.1% | +6.7% | +7.5% |
| 3M | +4.6% | +7.2% | -2.5% | -0.1% |
| 6M | +1.1% | +11.2% | -10.2% | -5.8% |
| YTD | -2.0% | +24.4% | -26.4% | -14.6% |
| 1Y | +140.0% | +6.7% | +133.4% | +125.2% |
| 3Y | +144.4% | +9.2% | +135.1% | +122.0% |
| 5Y | -0.2% | +27.4% | -27.6% | -18.6% |
| 10Y | +9.1% | +164.8% | -155.7% | -47.2% |
| All | +298.2% | +839.1% | -540.9% | -14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling