+4.4%
APA vs WAB
+269.8%
-265.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.9% |
| 7D | +9.6% | +7.9% | +1.7% | +3.4% |
| 30D | -0.2% | +4.9% | -5.1% | -4.6% |
| 3M | +19.8% | +1.8% | +18.1% | +16.5% |
| 6M | +30.1% | +12.0% | +18.1% | +15.0% |
| YTD | +100.4% | +41.3% | +59.1% | +43.2% |
| 1Y | +105.2% | +43.8% | +61.4% | +44.1% |
| 3Y | +44.6% | +171.1% | -126.5% | -40.9% |
| 5Y | +88.8% | +217.7% | -128.9% | -34.0% |
| All | +4.4% | +269.8% | -265.4% | -70.0% |
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