+433.7%
WMT vs APD
+162.9%
+270.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -0.2% | -4.6% | +4.3% | +0.9% |
| 30D | -5.8% | -4.2% | -1.6% | -4.8% |
| 3M | -10.8% | +5.0% | -15.7% | -12.1% |
| 6M | -14.3% | +8.9% | -23.3% | -16.6% |
| YTD | -4.4% | +21.9% | -26.3% | -9.8% |
| 1Y | +4.3% | +5.6% | -1.2% | +1.9% |
| 3Y | +100.1% | +6.9% | +93.2% | +91.6% |
| 5Y | +130.8% | +25.3% | +105.5% | +107.0% |
| 10Y | +433.7% | +169.1% | +264.7% | +264.0% |
| All | +433.7% | +162.9% | +270.8% | +264.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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