+979.9%
APA vs WSM
+38,954.9%
-37,975.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.2% | +1.4% |
| 7D | +8.5% | 0.0% | +8.5% | +8.5% |
| 30D | +2.8% | +5.1% | -2.3% | +1.6% |
| 3M | +21.7% | +5.1% | +16.6% | +20.1% |
| 6M | +32.6% | +48.6% | -16.0% | +22.4% |
| YTD | +103.7% | +44.2% | +59.5% | +87.8% |
| 1Y | +101.8% | +38.1% | +63.7% | +87.3% |
| 3Y | +48.1% | +257.2% | -209.2% | +13.7% |
| 5Y | +91.9% | +165.1% | -73.2% | +51.7% |
| 10Y | +8.4% | +1,123.6% | -1,115.2% | -34.1% |
| All | +979.9% | +38,954.9% | -37,975.0% | +368.1% |
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