+63.3%
WM vs APD
+15.3%
+48.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +1.8% |
| 7D | +4.5% | -0.7% | +5.2% | +4.6% |
| 30D | +16.1% | +10.1% | +5.9% | +13.8% |
| 3M | +8.0% | +4.9% | +3.2% | +6.9% |
| 6M | +8.4% | +2.5% | +6.0% | +7.6% |
| YTD | +11.2% | +27.8% | -16.6% | +5.0% |
| 1Y | +22.3% | +32.9% | -10.6% | +14.2% |
| 3Y | +50.2% | +13.4% | +36.9% | +44.1% |
| 5Y | +63.3% | +12.8% | +50.5% | +54.7% |
| All | +63.3% | +15.3% | +48.0% | +54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling