-2.6%
APA vs WAB
+282.7%
-285.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +4.0% |
| 7D | +0.3% | +0.2% | +0.1% | +0.1% |
| 30D | +9.3% | -4.6% | +13.9% | +12.8% |
| 3M | +23.3% | +5.6% | +17.7% | +15.8% |
| 6M | +39.5% | +13.8% | +25.7% | +20.2% |
| YTD | +87.6% | +31.9% | +55.8% | +43.0% |
| 1Y | +114.2% | +48.3% | +66.0% | +47.2% |
| 3Y | +13.6% | +167.1% | -153.6% | -52.8% |
| 5Y | +175.6% | +222.9% | -47.3% | -3.7% |
| 10Y | -2.6% | +289.9% | -292.6% | -72.9% |
| All | -2.6% | +282.7% | -285.3% | -72.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling