+100.5%
WMT vs APD
+10.0%
+90.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | +0.1% | -2.5% | +2.6% | +0.5% |
| 30D | -5.0% | -1.9% | -3.1% | -4.7% |
| 3M | -11.3% | +8.2% | -19.5% | -12.6% |
| 6M | -13.8% | +10.7% | -24.5% | -15.5% |
| YTD | -4.2% | +22.9% | -27.1% | -7.9% |
| 1Y | +4.6% | +5.8% | -1.2% | +3.3% |
| 3Y | +100.5% | +7.8% | +92.7% | +94.8% |
| All | +100.5% | +10.0% | +90.5% | +94.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling