+7.8%
WEC vs APD
+21.8%
-14.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.9% |
| 7D | +0.2% | -1.6% | +1.8% | +0.4% |
| 30D | +12.9% | +10.6% | +2.3% | +12.0% |
| 3M | +9.8% | +2.5% | +7.3% | +9.5% |
| 6M | +6.7% | +6.0% | +0.8% | +6.6% |
| YTD | +14.0% | +28.4% | -14.5% | +11.9% |
| All | +7.8% | +21.8% | -14.0% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling