+336.4%
WM vs APD
+185.9%
+150.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.6% |
| 7D | +1.2% | -3.7% | +4.9% | +2.5% |
| 30D | +13.1% | +9.6% | +3.5% | +9.6% |
| 3M | +3.6% | +1.6% | +2.0% | +2.9% |
| 6M | +8.1% | +2.2% | +5.9% | +6.8% |
| YTD | +8.9% | +25.9% | -17.0% | -0.5% |
| 1Y | +20.3% | +20.1% | +0.2% | +11.5% |
| 3Y | +46.2% | +12.4% | +33.8% | +34.4% |
| 5Y | +59.9% | +11.1% | +48.8% | +45.1% |
| All | +336.4% | +185.9% | +150.5% | +162.2% |
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