+54.1%
WEC vs APD
+16.4%
+37.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +2.3% | +3.8% | -1.5% | +1.5% |
| 30D | +11.1% | +8.2% | +2.9% | +9.2% |
| 3M | +8.4% | +4.3% | +4.2% | +7.4% |
| 6M | +7.5% | +4.7% | +2.8% | +6.3% |
| YTD | +15.3% | +31.5% | -16.2% | +8.1% |
| 1Y | +9.7% | +23.5% | -13.8% | +4.1% |
| 3Y | +64.7% | +29.1% | +35.6% | +51.4% |
| All | +54.1% | +16.4% | +37.7% | +46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling