+8.3%
APA vs WAB
+167.1%
-158.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.5% |
| 7D | +0.5% | -3.2% | +3.7% | +1.8% |
| 30D | +23.4% | -4.4% | +27.8% | +25.5% |
| 3M | +12.7% | +7.9% | +4.8% | +7.5% |
| 6M | +39.4% | +8.7% | +30.7% | +30.5% |
| YTD | +79.0% | +33.0% | +46.0% | +45.7% |
| 1Y | +88.8% | +46.7% | +42.2% | +42.6% |
| All | +8.3% | +167.1% | -158.7% | -35.3% |
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