+445.1%
APA vs WAB
+4,408.2%
-3,963.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.5% |
| 7D | +5.1% | +3.1% | +1.9% | +3.6% |
| 30D | +0.3% | +6.4% | -6.2% | -2.7% |
| 3M | +15.6% | +2.2% | +13.5% | +13.8% |
| 6M | +28.9% | +13.7% | +15.2% | +20.2% |
| YTD | +96.6% | +43.0% | +53.6% | +64.8% |
| 1Y | +95.5% | +47.0% | +48.5% | +61.8% |
| 3Y | +41.8% | +174.4% | -132.6% | -9.0% |
| 5Y | +85.4% | +222.2% | -136.8% | +11.6% |
| 10Y | +4.5% | +276.9% | -272.3% | -38.5% |
| All | +445.1% | +4,408.2% | -3,963.1% | +85.7% |
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