+1,245.5%
WDC vs APD
+161.1%
+1,084.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.8% |
| 7D | +6.0% | -2.5% | +8.5% | +7.4% |
| 30D | +9.9% | -1.9% | +11.8% | +10.8% |
| 3M | -9.4% | +8.2% | -17.6% | -14.7% |
| 6M | +94.7% | +10.7% | +84.0% | +80.6% |
| YTD | +177.4% | +22.9% | +154.4% | +140.1% |
| 1Y | +412.6% | +5.8% | +406.8% | +379.3% |
| 3Y | +1,359.8% | +7.8% | +1,352.0% | +1,186.7% |
| 5Y | +992.6% | +26.1% | +966.5% | +733.1% |
| 10Y | +1,245.5% | +163.7% | +1,081.8% | +470.0% |
| All | +1,245.5% | +161.1% | +1,084.4% | +470.0% |
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