+53.9%
WM vs APTV
-67.9%
+121.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -1.3% |
| 7D | -0.3% | +4.8% | -5.1% | -0.5% |
| 30D | -2.4% | +2.0% | -4.4% | -2.5% |
| 3M | +0.4% | -34.2% | +34.7% | +1.8% |
| 6M | -9.5% | -34.7% | +25.2% | -8.2% |
| YTD | +0.5% | -37.0% | +37.5% | +2.0% |
| 1Y | -1.1% | -40.4% | +39.3% | +0.6% |
| 3Y | +46.0% | -54.1% | +100.1% | +50.8% |
| All | +53.9% | -67.9% | +121.8% | +65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling