+17,845.4%
WDC vs APD
+6,115.6%
+11,729.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.0% | +6.8% | +6.3% |
| 7D | +1.7% | -2.2% | +4.0% | +2.8% |
| 30D | -10.0% | +2.1% | -12.1% | -11.3% |
| 3M | -18.8% | +7.2% | -25.9% | -22.5% |
| 6M | +79.0% | +11.2% | +67.8% | +67.3% |
| YTD | +171.6% | +24.4% | +147.2% | +138.4% |
| 1Y | +417.4% | +6.7% | +410.7% | +385.2% |
| 3Y | +1,251.8% | +9.2% | +1,242.5% | +1,105.1% |
| 5Y | +911.7% | +27.4% | +884.3% | +726.8% |
| 10Y | +1,399.6% | +164.8% | +1,234.8% | +753.2% |
| All | +17,845.4% | +6,115.6% | +11,729.7% | +2,303.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling