+7.8%
WBD vs APTV
-69.7%
+77.5%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.6% | -0.1% |
| 7D | -0.6% | -1.8% | +1.2% | +0.1% |
| 30D | +4.2% | -7.9% | +12.1% | +7.6% |
| 3M | +7.5% | -29.9% | +37.4% | +23.5% |
| 6M | +1.6% | -36.6% | +38.2% | +19.8% |
| YTD | -2.2% | -40.0% | +37.8% | +17.2% |
| 1Y | +124.9% | -44.0% | +168.9% | +178.8% |
| 3Y | +149.1% | -54.5% | +203.6% | +224.8% |
| 5Y | +7.8% | -68.8% | +76.6% | +45.8% |
| All | +7.8% | -69.7% | +77.5% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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