-45.4%
WDC vs APH
+8.4%
-53.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.1% | -5.6% | -5.2% |
| 7D | -28.0% | -5.9% | -22.0% | -23.2% |
| 30D | -34.9% | -14.8% | -20.1% | -24.5% |
| 3M | -41.6% | -12.4% | -29.1% | -34.0% |
| 6M | -45.4% | +8.1% | -53.4% | -41.6% |
| All | -45.4% | +8.4% | -53.8% | -41.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling