+528.7%
WDC vs APD
+11.0%
+517.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.9% |
| 7D | -28.0% | -3.7% | -24.3% | -26.9% |
| 30D | -34.9% | +9.6% | -44.5% | -36.9% |
| 3M | -41.6% | +1.6% | -43.2% | -42.0% |
| 6M | -45.4% | +2.2% | -47.5% | -46.1% |
| YTD | +53.3% | +25.9% | +27.4% | +38.4% |
| 1Y | +61.5% | +20.1% | +41.4% | +47.9% |
| 3Y | +712.3% | +12.4% | +700.0% | +653.5% |
| All | +528.7% | +11.0% | +517.7% | +447.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling