+6.1%
APA vs WSM
+1,131.4%
-1,125.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.2% | +1.2% |
| 7D | +8.5% | 0.0% | +8.5% | +8.4% |
| 30D | +2.8% | +5.1% | -2.3% | +0.4% |
| 3M | +21.7% | +5.1% | +16.6% | +18.5% |
| 6M | +32.6% | +48.6% | -16.0% | +13.0% |
| YTD | +103.7% | +44.2% | +59.5% | +72.8% |
| 1Y | +101.8% | +38.1% | +63.7% | +73.6% |
| 3Y | +48.1% | +257.2% | -209.2% | -17.8% |
| 5Y | +91.9% | +165.1% | -73.2% | +13.9% |
| All | +6.1% | +1,131.4% | -1,125.2% | -72.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling