+185.7%
WEC vs APD
+192.6%
-6.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.5% |
| 7D | +0.2% | -1.6% | +1.8% | +0.7% |
| 30D | +12.9% | +10.6% | +2.3% | +9.6% |
| 3M | +9.8% | +2.5% | +7.3% | +8.8% |
| 6M | +6.7% | +6.0% | +0.8% | +4.5% |
| YTD | +14.0% | +28.4% | -14.5% | +4.6% |
| 1Y | +7.3% | +22.2% | -14.8% | -0.1% |
| 3Y | +63.8% | +26.6% | +37.2% | +46.6% |
| 5Y | +54.8% | +11.8% | +43.0% | +42.3% |
| 10Y | +185.7% | +187.8% | -2.1% | +95.8% |
| All | +185.7% | +192.6% | -6.8% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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