+219.5%
WBD vs APD
+693.8%
-474.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | +1.0% | +7.1% | -6.1% | -3.3% |
| 30D | +26.7% | -3.3% | +30.0% | +28.5% |
| 3M | +91.1% | -9.4% | +100.5% | +101.6% |
| 6M | +164.8% | -0.6% | +165.4% | +164.7% |
| YTD | +114.5% | -8.2% | +122.6% | +125.7% |
| 1Y | +141.9% | -14.9% | +156.8% | +165.5% |
| 3Y | +120.7% | +0.9% | +119.9% | +113.2% |
| 5Y | +8.3% | -4.4% | +12.7% | +3.8% |
| 10Y | -21.9% | +158.4% | -180.2% | -61.1% |
| All | +219.5% | +693.8% | -474.3% | -22.6% |
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