+642.9%
WDC vs APH
+926.5%
-283.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.7% | -3.3% | -3.3% |
| 7D | +12.1% | +4.9% | +7.2% | +7.2% |
| 30D | -18.8% | -5.4% | -13.4% | -13.6% |
| 3M | -39.3% | -5.5% | -33.8% | -36.0% |
| 6M | -40.1% | +25.9% | -66.0% | -51.2% |
| YTD | +71.8% | +16.4% | +55.4% | +43.1% |
| 1Y | +88.5% | +16.5% | +72.0% | +57.1% |
| 3Y | +770.0% | +270.9% | +499.1% | +108.5% |
| 5Y | +549.0% | +289.5% | +259.5% | +46.7% |
| All | +642.9% | +926.5% | -283.6% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 10y: compounded portfolio wealth divided by compounded APH 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…
10y analysis · Full analysis span regression · 6 months rolling