+1,221.5%
WDC vs APH
+1,054.4%
+167.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.9% | +5.0% | +5.0% |
| 7D | +1.7% | +5.0% | -3.2% | -3.0% |
| 30D | -10.0% | -3.9% | -6.1% | -6.5% |
| 3M | -18.8% | +13.0% | -31.7% | -26.3% |
| 6M | +79.0% | +25.2% | +53.9% | +44.5% |
| YTD | +171.6% | +22.9% | +148.6% | +114.7% |
| 1Y | +417.4% | +47.8% | +369.5% | +239.2% |
| 3Y | +1,251.8% | +283.0% | +968.8% | +214.8% |
| 5Y | +911.7% | +349.7% | +562.0% | +97.0% |
| All | +1,221.5% | +1,054.4% | +167.1% | +3.9% |
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