+8.1%
APA vs WAT
+50.1%
-42.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.0% |
| 7D | +0.5% | -1.3% | +1.8% | +0.8% |
| 30D | +23.4% | +2.3% | +21.1% | +22.8% |
| 3M | +12.7% | +8.7% | +4.0% | +10.6% |
| 6M | +39.4% | +28.3% | +11.1% | +30.6% |
| YTD | +79.0% | +7.8% | +71.2% | +75.7% |
| 1Y | +88.8% | +36.6% | +52.2% | +70.1% |
| All | +8.1% | +50.1% | -42.1% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling