+475.3%
APA vs WAT
+12,612.0%
-12,136.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.4% | -1.3% |
| 7D | -8.7% | +6.0% | -14.8% | -10.2% |
| 30D | -2.4% | +9.9% | -12.3% | -5.0% |
| 3M | +19.0% | +17.2% | +1.8% | +13.6% |
| 6M | +26.8% | +34.2% | -7.4% | +15.9% |
| YTD | +87.3% | +25.5% | +61.8% | +71.8% |
| 1Y | +92.3% | +28.3% | +64.0% | +75.1% |
| 3Y | +37.3% | +88.4% | -51.1% | +10.2% |
| 5Y | +73.2% | +36.1% | +37.1% | +50.1% |
| 10Y | -0.9% | +234.8% | -235.7% | -31.3% |
| All | +475.3% | +12,612.0% | -12,136.7% | +119.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling