+1,188.5%
WDC vs APTV
-16.1%
+1,204.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.8% |
| 7D | -4.3% | -5.0% | +0.7% | -2.0% |
| 30D | -1.5% | -6.1% | +4.6% | +1.4% |
| 3M | -15.5% | -33.0% | +17.5% | +1.5% |
| 6M | +66.5% | -35.2% | +101.7% | +100.1% |
| YTD | +159.9% | -40.1% | +200.0% | +224.2% |
| 1Y | +366.0% | -45.6% | +411.6% | +511.4% |
| 3Y | +1,285.8% | -54.4% | +1,340.2% | +1,777.0% |
| 5Y | +925.6% | -68.9% | +994.5% | +1,555.2% |
| All | +1,188.5% | -16.1% | +1,204.7% | +1,115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 10y: compounded portfolio wealth divided by compounded APTV 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…
10y analysis · Full analysis span regression · 6 months rolling