+6.1%
APA vs WAT
+222.4%
-216.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.8% |
| 7D | +8.5% | +0.6% | +8.0% | +8.2% |
| 30D | +2.8% | +5.4% | -2.6% | +0.2% |
| 3M | +21.7% | +11.3% | +10.4% | +15.5% |
| 6M | +32.6% | +37.4% | -4.8% | +14.0% |
| YTD | +103.7% | +21.2% | +82.5% | +80.5% |
| 1Y | +101.8% | +21.3% | +80.5% | +78.4% |
| 3Y | +48.1% | +83.4% | -35.3% | -0.3% |
| 5Y | +91.9% | +29.0% | +62.9% | +52.1% |
| All | +6.1% | +222.4% | -216.3% | -46.1% |
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