+10,029.5%
WDC vs APD
+6,189.3%
+3,840.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.7% |
| 7D | -28.0% | -3.7% | -24.3% | -26.5% |
| 30D | -34.9% | +9.6% | -44.5% | -37.9% |
| 3M | -41.6% | +1.6% | -43.2% | -42.3% |
| 6M | -45.4% | +2.2% | -47.5% | -46.7% |
| YTD | +53.3% | +25.9% | +27.4% | +33.4% |
| 1Y | +61.5% | +20.1% | +41.4% | +43.1% |
| 3Y | +712.3% | +12.4% | +700.0% | +613.3% |
| 5Y | +524.2% | +11.1% | +513.1% | +447.1% |
| 10Y | +616.5% | +190.1% | +426.4% | +289.0% |
| All | +10,029.5% | +6,189.3% | +3,840.2% | +1,245.4% |
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