+903.5%
WM vs APTV
+194.6%
+708.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -1.6% |
| 7D | -0.3% | +4.8% | -5.1% | -0.9% |
| 30D | -2.4% | +2.0% | -4.4% | -2.7% |
| 3M | +0.4% | -34.2% | +34.7% | +5.3% |
| 6M | -9.5% | -34.7% | +25.2% | -5.4% |
| YTD | +0.5% | -37.0% | +37.5% | +5.3% |
| 1Y | -1.1% | -40.4% | +39.3% | +4.2% |
| 3Y | +46.0% | -54.1% | +100.1% | +56.8% |
| 5Y | +51.8% | -68.0% | +119.8% | +68.9% |
| 10Y | +307.5% | -15.5% | +323.0% | +255.0% |
| All | +903.5% | +194.6% | +708.9% | +526.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling