+167.7%
APA vs WSM
+182.9%
-15.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | -1.7% | +2.6% | -4.3% | -2.3% |
| 30D | +15.7% | -9.5% | +25.2% | +18.4% |
| 3M | +16.5% | +12.9% | +3.6% | +12.1% |
| 6M | +35.1% | +23.0% | +12.1% | +25.9% |
| YTD | +82.2% | +28.9% | +53.3% | +67.1% |
| 1Y | +102.5% | +13.7% | +88.8% | +91.5% |
| 3Y | +10.3% | +232.6% | -222.3% | -27.8% |
| All | +167.7% | +182.9% | -15.2% | +86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling