+28,817.6%
WM vs APD
+6,478.8%
+22,338.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.0% |
| 7D | +5.9% | +3.8% | +2.1% | +4.7% |
| 30D | +15.4% | +14.1% | +1.3% | +10.6% |
| 3M | +6.3% | +8.2% | -1.9% | +3.6% |
| 6M | +5.6% | +7.5% | -2.0% | +2.7% |
| YTD | +9.9% | +31.7% | -21.7% | -0.3% |
| 1Y | +20.8% | +35.1% | -14.2% | +8.3% |
| 3Y | +48.5% | +16.8% | +31.7% | +35.9% |
| 5Y | +60.6% | +19.4% | +41.2% | +43.8% |
| 10Y | +349.8% | +203.5% | +146.3% | +191.0% |
| All | +28,817.6% | +6,478.8% | +22,338.9% | +7,949.4% |
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