+848.7%
APA vs WSM
+34,755.7%
-33,907.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.3% | -3.6% |
| 7D | +0.5% | -3.3% | +3.8% | +1.1% |
| 30D | +23.4% | -8.4% | +31.8% | +25.2% |
| 3M | +12.7% | +9.7% | +3.0% | +10.3% |
| 6M | +39.4% | +16.7% | +22.7% | +34.1% |
| YTD | +79.0% | +28.7% | +50.3% | +68.9% |
| 1Y | +88.8% | +13.7% | +75.2% | +81.7% |
| 3Y | +6.4% | +230.1% | -223.7% | -17.0% |
| 5Y | +153.0% | +179.0% | -26.0% | +99.2% |
| 10Y | +7.5% | +1,002.5% | -995.0% | -33.1% |
| All | +848.7% | +34,755.7% | -33,907.0% | +321.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling