+114.2%
APA vs WAB
+47.7%
+66.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +2.7% |
| 7D | +0.3% | +0.2% | +0.1% | +0.4% |
| 30D | +9.3% | -4.6% | +13.9% | +8.5% |
| 3M | +23.3% | +5.6% | +17.7% | +24.3% |
| 6M | +39.5% | +13.8% | +25.7% | +41.6% |
| YTD | +87.6% | +31.9% | +55.8% | +79.6% |
| 1Y | +114.2% | +48.3% | +66.0% | +100.0% |
| All | +114.2% | +47.7% | +66.5% | +100.0% |
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 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