+401.9%
WDC vs APH
+50.0%
+351.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.9% | +5.0% | +5.2% |
| 7D | +1.7% | +5.0% | -3.2% | -2.2% |
| 30D | -10.0% | -3.9% | -6.1% | -7.0% |
| 3M | -18.8% | +13.0% | -31.7% | -23.8% |
| 6M | +79.0% | +25.2% | +53.9% | +55.8% |
| YTD | +171.6% | +22.9% | +148.6% | +115.1% |
| All | +401.9% | +50.0% | +351.8% | +288.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling