+37.3%
APA vs WAB
+174.1%
-136.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.1% | -5.3% | -2.1% |
| 7D | -8.7% | +4.0% | -12.7% | -10.2% |
| 30D | -2.4% | +4.5% | -6.9% | -4.3% |
| 3M | +19.0% | +2.3% | +16.7% | +17.4% |
| 6M | +26.8% | +12.5% | +14.3% | +18.3% |
| YTD | +87.3% | +40.2% | +47.2% | +47.6% |
| 1Y | +92.3% | +45.2% | +47.1% | +47.2% |
| 3Y | +37.3% | +171.8% | -134.6% | -28.9% |
| All | +37.3% | +174.1% | -136.8% | -28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling