+2,963.7%
WDC vs APTV
+194.6%
+2,769.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.1% | +2.8% | +4.3% |
| 7D | +1.7% | +4.8% | -3.1% | -0.7% |
| 30D | -10.0% | +2.0% | -12.0% | -11.2% |
| 3M | -18.8% | -34.2% | +15.5% | -0.6% |
| 6M | +79.0% | -34.7% | +113.7% | +115.2% |
| YTD | +171.6% | -37.0% | +208.5% | +231.3% |
| 1Y | +417.4% | -40.4% | +457.8% | +549.6% |
| 3Y | +1,251.8% | -54.1% | +1,305.9% | +1,736.9% |
| 5Y | +911.7% | -68.0% | +979.7% | +1,514.4% |
| 10Y | +1,399.6% | -15.5% | +1,415.2% | +1,165.1% |
| All | +2,963.7% | +194.6% | +2,769.1% | +1,204.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling