+336.4%
WM vs APTV
-28.3%
+364.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.4% | -1.7% |
| 7D | +1.2% | -10.2% | +11.4% | +2.3% |
| 30D | +13.1% | -10.8% | +23.9% | +14.4% |
| 3M | +3.6% | -14.8% | +18.4% | +5.2% |
| 6M | +8.1% | -30.6% | +38.6% | +11.5% |
| YTD | +8.9% | -48.2% | +57.1% | +15.8% |
| 1Y | +20.3% | -52.0% | +72.3% | +29.0% |
| 3Y | +46.2% | -47.0% | +93.2% | +51.5% |
| 5Y | +59.9% | -77.5% | +137.4% | +85.6% |
| All | +336.4% | -28.3% | +364.7% | +316.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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