+396.3%
APA vs WAB
+4,092.2%
-3,696.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.2% |
| 6M | +39.4% | +8.7% | +30.7% | +31.7% |
| YTD | +79.0% | +33.0% | +46.0% | +55.4% |
| 1Y | +88.8% | +46.7% | +42.2% | +56.9% |
| 3Y | +6.4% | +153.0% | -146.6% | -29.3% |
| 5Y | +153.0% | +222.3% | -69.3% | +53.6% |
| 10Y | +7.5% | +291.0% | -283.4% | -36.7% |
| All | +396.3% | +4,092.2% | -3,696.0% | +75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling