+682.0%
WDC vs APD
+191.6%
+490.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +16.3% | +2.2% | +14.1% | +15.0% |
| 30D | -18.3% | +9.4% | -27.7% | -22.1% |
| 3M | -31.4% | +4.7% | -36.1% | -33.4% |
| 6M | -36.3% | +5.5% | -41.8% | -39.0% |
| YTD | +80.8% | +31.4% | +49.4% | +50.8% |
| 1Y | +87.7% | +24.1% | +63.6% | +60.8% |
| 3Y | +819.4% | +28.8% | +790.7% | +629.2% |
| 5Y | +583.2% | +15.8% | +567.4% | +465.8% |
| All | +682.0% | +191.6% | +490.4% | +212.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling