+4.4%
APA vs NWSA
+141.7%
-137.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +3.1% |
| 7D | +9.6% | -0.8% | +10.4% | +10.1% |
| 30D | -0.2% | -11.3% | +11.1% | +5.5% |
| 3M | +19.8% | -8.1% | +27.9% | +23.6% |
| 6M | +30.1% | -0.7% | +30.7% | +26.5% |
| YTD | +100.4% | +1.3% | +99.1% | +89.4% |
| 1Y | +105.2% | -1.3% | +106.5% | +97.1% |
| 3Y | +44.6% | +28.4% | +16.2% | +14.4% |
| 5Y | +88.8% | +15.3% | +73.5% | +53.6% |
| All | +4.4% | +141.7% | -137.3% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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