+113.2%
WDC vs APD
+36.4%
+76.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.9% | -8.7% | -6.5% |
| 7D | -18.3% | +3.8% | -22.1% | -17.8% |
| 30D | -26.7% | +14.1% | -40.8% | -25.5% |
| 3M | -40.9% | +8.2% | -49.1% | -40.3% |
| 6M | -26.8% | +7.5% | -34.3% | -25.7% |
| YTD | +88.2% | +31.7% | +56.5% | +91.7% |
| 1Y | +113.2% | +35.1% | +78.1% | +115.4% |
| All | +113.2% | +36.4% | +76.8% | +115.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling