+305.6%
WM vs APD
+164.4%
+141.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -0.9% |
| 7D | -0.3% | -2.2% | +1.9% | +0.4% |
| 30D | -2.4% | +2.1% | -4.5% | -3.1% |
| 3M | +0.4% | +7.2% | -6.7% | -2.3% |
| 6M | -9.5% | +11.2% | -20.7% | -13.3% |
| YTD | +0.5% | +24.4% | -23.9% | -7.8% |
| 1Y | -1.1% | +6.7% | -7.8% | -4.5% |
| 3Y | +46.0% | +9.2% | +36.8% | +35.7% |
| 5Y | +51.8% | +27.4% | +24.5% | +28.4% |
| All | +305.6% | +164.4% | +141.2% | +137.1% |
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 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