+583.2%
WDC vs APTV
-77.1%
+660.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | 0.0% |
| 7D | +16.3% | -5.0% | +21.3% | +18.9% |
| 30D | -18.3% | -12.3% | -5.9% | -13.5% |
| 3M | -31.4% | -19.9% | -11.5% | -24.7% |
| 6M | -36.3% | -29.4% | -6.9% | -27.4% |
| YTD | +80.8% | -49.0% | +129.8% | +135.0% |
| 1Y | +87.7% | -53.1% | +140.8% | +153.9% |
| 3Y | +819.4% | -48.9% | +868.3% | +1,029.4% |
| 5Y | +583.2% | -77.2% | +660.4% | +1,033.5% |
| All | +583.2% | -77.1% | +660.3% | +1,033.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling