+1,023.5%
WM vs APTV
+138.4%
+885.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.8% |
| 7D | +1.2% | -5.0% | +6.2% | +1.8% |
| 30D | +15.2% | -12.3% | +27.6% | +17.0% |
| 3M | +8.3% | -19.9% | +28.3% | +11.1% |
| 6M | +13.1% | -29.4% | +42.5% | +17.0% |
| YTD | +12.5% | -49.0% | +61.5% | +20.8% |
| 1Y | +21.8% | -53.1% | +74.9% | +32.1% |
| 3Y | +48.8% | -48.9% | +97.7% | +55.9% |
| 5Y | +62.1% | -77.2% | +139.3% | +89.5% |
| 10Y | +331.5% | -26.8% | +358.3% | +280.7% |
| All | +1,023.5% | +138.4% | +885.1% | +619.0% |
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