+87.7%
WDC vs APD
+23.7%
+64.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | +16.3% | +2.2% | +14.1% | +16.3% |
| 30D | -18.3% | +9.4% | -27.7% | -17.3% |
| 3M | -31.4% | +4.7% | -36.1% | -30.8% |
| 6M | -36.3% | +5.5% | -41.8% | -35.2% |
| YTD | +80.8% | +31.4% | +49.4% | +84.1% |
| 1Y | +87.7% | +24.1% | +63.6% | +93.8% |
| All | +87.7% | +23.7% | +64.1% | +93.8% |
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