-3.5%
APA vs NWSA
+150.8%
-154.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.3% | +3.2% |
| 7D | +0.3% | -3.1% | +3.4% | +2.1% |
| 30D | +9.3% | +4.3% | +5.0% | +6.5% |
| 3M | +23.3% | +9.2% | +14.1% | +15.7% |
| 6M | +39.5% | +21.6% | +17.9% | +21.3% |
| YTD | +87.6% | +14.2% | +73.4% | +68.1% |
| 1Y | +114.2% | +1.8% | +112.5% | +104.6% |
| 3Y | +13.6% | +44.4% | -30.9% | -15.0% |
| 5Y | +175.6% | +41.0% | +134.6% | +101.1% |
| All | -3.5% | +150.8% | -154.3% | -53.7% |
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