+88.8%
APA vs WSM
+19.9%
+69.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.3% | -2.6% |
| 7D | +0.5% | -3.3% | +3.8% | -0.2% |
| 30D | +23.4% | -8.4% | +31.8% | +20.8% |
| 3M | +12.7% | +9.7% | +3.0% | +15.8% |
| 6M | +39.4% | +16.7% | +22.7% | +48.6% |
| YTD | +79.0% | +28.7% | +50.3% | +91.6% |
| 1Y | +88.8% | +13.7% | +75.2% | +94.8% |
| All | +88.8% | +19.9% | +69.0% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling