-2.6%
APA vs WAT
+156.2%
-158.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +2.8% |
| 7D | +0.3% | -1.8% | +2.1% | +1.1% |
| 30D | +9.3% | -1.7% | +11.0% | +9.9% |
| 3M | +23.3% | +9.1% | +14.3% | +18.1% |
| 6M | +39.5% | +32.4% | +7.1% | +19.8% |
| YTD | +87.6% | +6.6% | +81.0% | +76.5% |
| 1Y | +114.2% | +34.7% | +79.5% | +78.1% |
| 3Y | +13.6% | +53.6% | -40.0% | -16.7% |
| 5Y | +175.6% | -4.1% | +179.7% | +157.0% |
| 10Y | -2.6% | +167.9% | -170.5% | -47.8% |
| All | -2.6% | +156.2% | -158.9% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling