+10.3%
APA vs WSM
+239.4%
-229.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | -1.7% | +2.6% | -4.3% | -2.1% |
| 30D | +15.7% | -9.5% | +25.2% | +17.6% |
| 3M | +16.5% | +12.9% | +3.6% | +13.2% |
| 6M | +35.1% | +23.0% | +12.1% | +28.1% |
| YTD | +82.2% | +28.9% | +53.3% | +70.4% |
| 1Y | +102.5% | +13.7% | +88.8% | +94.5% |
| 3Y | +10.3% | +232.6% | -222.3% | -15.5% |
| All | +10.3% | +239.4% | -229.1% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling