+0.3%
APA vs WST
+441.1%
-440.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.8% | +2.3% |
| 7D | -15.5% | -3.1% | -12.4% | -15.0% |
| 30D | +2.4% | +9.1% | -6.7% | +0.7% |
| 3M | +22.8% | +14.7% | +8.1% | +19.5% |
| 6M | +17.9% | +28.0% | -10.1% | +12.0% |
| YTD | +87.7% | +45.6% | +42.0% | +72.6% |
| 1Y | +94.2% | +45.7% | +48.5% | +78.5% |
| 3Y | +27.2% | +21.1% | +6.1% | +14.0% |
| 5Y | +74.1% | +0.3% | +73.8% | +59.0% |
| All | +0.3% | +441.1% | -440.8% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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