+73.2%
APA vs WAB
+216.2%
-143.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.1% | -5.3% | -2.9% |
| 7D | -8.7% | +4.0% | -12.7% | -10.8% |
| 30D | -2.4% | +4.5% | -6.9% | -5.2% |
| 3M | +19.0% | +2.3% | +16.7% | +16.5% |
| 6M | +26.8% | +12.5% | +14.3% | +15.6% |
| YTD | +87.3% | +40.2% | +47.2% | +43.4% |
| 1Y | +92.3% | +45.2% | +47.1% | +43.0% |
| 3Y | +37.3% | +171.8% | -134.6% | -35.7% |
| 5Y | +73.2% | +217.6% | -144.4% | -28.1% |
| All | +73.2% | +216.2% | -143.0% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling