-42.4%
WDC vs APH
+0.2%
-42.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -9.3% | -8.0% | -8.6% |
| 7D | -32.3% | -12.7% | -19.6% | -22.6% |
| 30D | -34.9% | -19.2% | -15.7% | -20.6% |
| 3M | -48.4% | -16.7% | -31.7% | -38.8% |
| 6M | -42.4% | +5.1% | -47.6% | -35.9% |
| All | -42.4% | +0.2% | -42.6% | -35.9% |
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 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