+660.4%
WDC vs APD
+187.0%
+473.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | -16.7% | -0.2% | -16.5% | -16.4% |
| 30D | -27.2% | +11.0% | -38.2% | -31.3% |
| 3M | -34.0% | +1.3% | -35.3% | -34.7% |
| 6M | -39.7% | +6.4% | -46.1% | -42.6% |
| YTD | +68.1% | +28.9% | +39.1% | +41.6% |
| 1Y | +66.3% | +23.2% | +43.1% | +42.8% |
| 3Y | +754.4% | +26.3% | +728.1% | +584.7% |
| 5Y | +595.8% | +12.0% | +583.7% | +488.1% |
| 10Y | +660.4% | +183.2% | +477.2% | +219.6% |
| All | +660.4% | +187.0% | +473.4% | +219.6% |
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 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