+449.6%
APA vs WAT
+10,816.8%
-10,367.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.9% |
| 7D | +0.5% | -1.3% | +1.8% | +0.9% |
| 30D | +23.4% | +2.3% | +21.1% | +22.6% |
| 3M | +12.7% | +8.7% | +4.0% | +9.7% |
| 6M | +39.4% | +28.3% | +11.1% | +27.9% |
| YTD | +79.0% | +7.8% | +71.2% | +71.5% |
| 1Y | +88.8% | +36.6% | +52.2% | +68.6% |
| 3Y | +6.4% | +45.7% | -39.3% | -8.4% |
| 5Y | +153.0% | -3.3% | +156.3% | +140.7% |
| 10Y | +7.5% | +162.1% | -154.6% | -20.6% |
| All | +449.6% | +10,816.8% | -10,367.2% | +119.0% |
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 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