+4.4%
APA vs WCC
+440.3%
-435.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +9.6% | +14.2% | -4.6% | +2.4% |
| 30D | -0.2% | -9.8% | +9.6% | +3.7% |
| 3M | +19.8% | -10.1% | +30.0% | +23.2% |
| 6M | +30.1% | -9.4% | +39.5% | +29.2% |
| YTD | +100.4% | +34.4% | +66.0% | +54.3% |
| 1Y | +105.2% | +23.3% | +81.9% | +65.2% |
| 3Y | +44.6% | +137.9% | -93.3% | -29.1% |
| 5Y | +88.8% | +144.0% | -55.2% | -20.3% |
| All | +4.4% | +440.3% | -435.9% | -77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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