+29,447.5%
WDC vs APH
+114,578.9%
-85,131.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -9.3% | -8.0% | -12.5% |
| 7D | -32.3% | -12.7% | -19.6% | -26.8% |
| 30D | -34.9% | -19.2% | -15.7% | -26.6% |
| 3M | -48.4% | -16.7% | -31.7% | -42.9% |
| 6M | -42.4% | +5.1% | -47.6% | -43.1% |
| YTD | +55.5% | +6.6% | +49.0% | +51.8% |
| 1Y | +67.5% | +3.9% | +63.6% | +66.3% |
| 3Y | +727.3% | +246.0% | +481.2% | +353.7% |
| 5Y | +533.3% | +268.0% | +265.4% | +242.0% |
| 10Y | +627.0% | +868.2% | -241.3% | +167.7% |
| All | +29,447.5% | +114,578.9% | -85,131.4% | +3,060.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling