-3.7%
APA vs WCN
+235.9%
-239.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.3% |
| 7D | +4.6% | -3.1% | +7.7% | +6.5% |
| 30D | +11.9% | -3.4% | +15.3% | +14.1% |
| 3M | +22.5% | +3.0% | +19.5% | +20.0% |
| 6M | +37.5% | -3.8% | +41.3% | +39.6% |
| YTD | +87.2% | -8.3% | +95.5% | +95.3% |
| 1Y | +101.4% | -9.7% | +111.2% | +111.2% |
| 3Y | +16.9% | +17.2% | -0.2% | -0.3% |
| 5Y | +178.4% | +25.3% | +153.2% | +122.4% |
| All | -3.7% | +235.9% | -239.6% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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