-4.1%
APA vs GWW
+565.7%
-569.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | +0.8% | -3.1% | +3.9% | +2.6% |
| 30D | +9.6% | -2.3% | +12.0% | +10.8% |
| 3M | +18.0% | -3.3% | +21.3% | +19.4% |
| 6M | +41.9% | +15.4% | +26.5% | +27.1% |
| YTD | +86.3% | +26.7% | +59.6% | +57.4% |
| 1Y | +97.9% | +29.0% | +68.9% | +64.4% |
| 3Y | +12.8% | +89.0% | -76.2% | -28.1% |
| 5Y | +177.2% | +221.8% | -44.6% | +19.1% |
| All | -4.1% | +565.7% | -569.8% | -68.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling