+107.2%
APA vs GWW
+55.5%
+51.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +6.5% | -13.4% | -6.0% |
| 7D | -13.0% | +11.1% | -24.0% | -11.9% |
| 30D | +2.0% | +15.7% | -13.8% | +3.3% |
| 3M | +24.9% | +14.8% | +10.2% | +26.3% |
| 6M | +7.2% | +30.9% | -23.8% | +8.5% |
| YTD | +87.1% | +48.5% | +38.6% | +86.2% |
| 1Y | +107.2% | +57.1% | +50.1% | +110.9% |
| All | +107.2% | +55.5% | +51.7% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling