+3,978.4%
WEC vs APD
+6,115.6%
-2,137.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -0.3% | -2.2% | +2.0% | +0.2% |
| 30D | -1.3% | +2.1% | -3.4% | -1.8% |
| 3M | -3.9% | +7.2% | -11.1% | -5.6% |
| 6M | -8.3% | +11.2% | -19.6% | -10.8% |
| YTD | +3.1% | +24.4% | -21.3% | -2.4% |
| 1Y | +1.9% | +6.7% | -4.7% | -0.4% |
| 3Y | +41.9% | +9.2% | +32.7% | +35.9% |
| 5Y | +30.8% | +27.4% | +3.4% | +19.8% |
| 10Y | +141.9% | +164.8% | -22.9% | +87.2% |
| All | +3,978.4% | +6,115.6% | -2,137.2% | +1,598.9% |
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