+46.2%
WM vs APTV
-49.5%
+95.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.4% | -2.1% |
| 7D | +1.2% | -10.2% | +11.4% | +1.1% |
| 30D | +13.1% | -10.8% | +23.9% | +12.9% |
| 3M | +3.6% | -14.8% | +18.4% | +3.4% |
| 6M | +8.1% | -30.6% | +38.6% | +7.4% |
| YTD | +8.9% | -48.2% | +57.1% | +8.1% |
| 1Y | +20.3% | -52.0% | +72.3% | +19.4% |
| 3Y | +46.2% | -47.0% | +93.2% | +42.2% |
| All | +46.2% | -49.5% | +95.7% | +42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling