+107.2%
APA vs WAB
+46.5%
+60.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.1% | -8.0% | -6.5% |
| 7D | -13.0% | +4.5% | -17.5% | -11.7% |
| 30D | +2.0% | +1.1% | +0.9% | +2.7% |
| 3M | +24.9% | -1.3% | +26.2% | +25.2% |
| 6M | +7.2% | +12.7% | -5.6% | +11.4% |
| YTD | +87.1% | +38.7% | +48.4% | +86.5% |
| 1Y | +107.2% | +44.9% | +62.2% | +108.1% |
| All | +107.2% | +46.5% | +60.6% | +108.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling