+66.3%
WDC vs APD
+22.2%
+44.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -16.7% | -0.2% | -16.5% | -16.7% |
| 30D | -27.2% | +11.0% | -38.2% | -26.1% |
| 3M | -34.0% | +1.3% | -35.3% | -33.5% |
| 6M | -39.7% | +6.4% | -46.1% | -38.9% |
| YTD | +68.1% | +28.9% | +39.1% | +71.4% |
| 1Y | +66.3% | +23.2% | +43.1% | +67.2% |
| All | +66.3% | +22.2% | +44.1% | +67.2% |
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