-2.6%
APA vs WCC
+506.2%
-508.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.3% | +4.3% | +3.6% |
| 7D | +0.3% | +6.8% | -6.5% | -3.1% |
| 30D | +9.3% | -3.0% | +12.3% | +10.3% |
| 3M | +23.3% | +0.2% | +23.1% | +19.6% |
| 6M | +39.5% | +33.2% | +6.3% | +12.0% |
| YTD | +87.6% | +45.8% | +41.8% | +41.6% |
| 1Y | +114.2% | +68.4% | +45.9% | +46.9% |
| 3Y | +13.6% | +131.1% | -117.6% | -42.0% |
| 5Y | +175.6% | +225.6% | -50.0% | -1.2% |
| 10Y | -2.6% | +534.2% | -536.8% | -80.7% |
| All | -2.6% | +506.2% | -508.8% | -80.7% |
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