+528.7%
WDC vs APH
+280.5%
+248.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.1% | -5.6% | -5.0% |
| 7D | -28.0% | -5.9% | -22.0% | -23.6% |
| 30D | -34.9% | -14.8% | -20.1% | -24.7% |
| 3M | -41.6% | -12.4% | -29.1% | -34.5% |
| 6M | -45.4% | +8.1% | -53.4% | -48.3% |
| YTD | +53.3% | +10.9% | +42.3% | +36.5% |
| 1Y | +61.5% | +8.8% | +52.8% | +47.0% |
| 3Y | +712.3% | +262.1% | +450.3% | +128.1% |
| All | +528.7% | +280.5% | +248.2% | +62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling