+167.7%
APA vs WCN
+28.6%
+139.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.9% | +2.3% |
| 7D | -1.7% | -0.4% | -1.2% | -1.5% |
| 30D | +15.7% | -2.1% | +17.9% | +16.8% |
| 3M | +16.5% | +6.4% | +10.1% | +13.3% |
| 6M | +35.1% | -3.7% | +38.8% | +36.9% |
| YTD | +82.2% | -6.4% | +88.6% | +86.7% |
| 1Y | +102.5% | -7.9% | +110.4% | +108.5% |
| 3Y | +10.3% | +20.8% | -10.5% | -4.6% |
| All | +167.7% | +28.6% | +139.1% | +115.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling