+4,360.7%
WEC vs APD
+6,189.3%
-1,828.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.7% |
| 7D | -0.2% | -3.7% | +3.5% | +0.7% |
| 30D | +12.3% | +9.6% | +2.7% | +10.0% |
| 3M | +8.3% | +1.6% | +6.6% | +7.8% |
| 6M | +3.5% | +2.2% | +1.3% | +2.7% |
| YTD | +12.7% | +25.9% | -13.1% | +6.5% |
| 1Y | +8.2% | +20.1% | -12.0% | +3.1% |
| 3Y | +55.9% | +12.4% | +43.5% | +48.3% |
| 5Y | +51.2% | +11.1% | +40.1% | +43.0% |
| 10Y | +177.6% | +190.1% | -12.5% | +110.8% |
| All | +4,360.7% | +6,189.3% | -1,828.6% | +1,752.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling