+1,330.5%
WDC vs APD
+11.2%
+1,319.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.0% | +6.8% | +6.0% |
| 7D | +1.7% | -2.2% | +4.0% | +2.1% |
| 30D | -10.0% | +2.1% | -12.1% | -10.4% |
| 3M | -18.8% | +7.2% | -25.9% | -20.1% |
| 6M | +79.0% | +11.2% | +67.8% | +75.0% |
| YTD | +171.6% | +24.4% | +147.2% | +159.2% |
| 1Y | +417.4% | +6.7% | +410.7% | +410.5% |
| All | +1,330.5% | +11.2% | +1,319.4% | +1,309.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling