-3.7%
APA vs WSM
+1,071.8%
-1,075.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | +4.6% | -0.5% | +5.1% | +4.8% |
| 30D | +11.9% | -7.7% | +19.6% | +14.8% |
| 3M | +22.5% | +3.8% | +18.7% | +20.0% |
| 6M | +37.5% | +22.7% | +14.9% | +24.9% |
| YTD | +87.2% | +28.0% | +59.1% | +66.6% |
| 1Y | +101.4% | +12.7% | +88.7% | +86.5% |
| 3Y | +16.9% | +231.3% | -214.4% | -33.4% |
| 5Y | +178.4% | +177.2% | +1.3% | +60.9% |
| All | -3.7% | +1,071.8% | -1,075.4% | -73.8% |
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 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