+324.1%
WM vs APD
+190.7%
+133.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.9% |
| 7D | +0.8% | -1.2% | +1.9% | +1.1% |
| 30D | +13.8% | +11.0% | +2.8% | +9.8% |
| 3M | +6.4% | +2.6% | +3.8% | +5.4% |
| 6M | +13.2% | +4.8% | +8.4% | +10.9% |
| YTD | +10.8% | +31.0% | -20.2% | -0.2% |
| 1Y | +20.2% | +23.4% | -3.2% | +10.3% |
| 3Y | +46.5% | +28.4% | +18.1% | +28.2% |
| 5Y | +61.3% | +15.2% | +46.1% | +44.6% |
| All | +324.1% | +190.7% | +133.4% | +149.6% |
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