+10.3%
APA vs NWSA
+44.8%
-34.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.3% |
| 7D | -1.7% | -2.6% | +1.0% | -1.0% |
| 30D | +15.7% | +4.6% | +11.2% | +14.2% |
| 3M | +16.5% | +10.2% | +6.3% | +12.7% |
| 6M | +35.1% | +21.6% | +13.5% | +25.2% |
| YTD | +82.2% | +14.6% | +67.6% | +72.5% |
| 1Y | +102.5% | +0.4% | +102.1% | +103.9% |
| 3Y | +10.3% | +45.0% | -34.7% | -6.3% |
| All | +10.3% | +44.8% | -34.5% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling