+17.2%
APA vs GWW
+89.5%
-72.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.2% |
| 7D | +0.3% | -0.5% | +0.8% | +0.4% |
| 30D | +9.3% | -1.4% | +10.7% | +9.6% |
| 3M | +23.3% | -3.6% | +27.0% | +24.1% |
| 6M | +39.5% | +15.1% | +24.4% | +30.6% |
| YTD | +87.6% | +27.5% | +60.1% | +67.8% |
| 1Y | +114.2% | +29.6% | +84.6% | +89.7% |
| All | +17.2% | +89.5% | -72.3% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling