+45.7%
APA vs WST
+22.8%
+22.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.3% | +2.0% |
| 7D | +9.6% | +4.9% | +4.8% | +9.1% |
| 30D | -0.2% | +10.7% | -10.9% | -1.2% |
| 3M | +19.8% | +16.8% | +3.0% | +18.0% |
| 6M | +30.1% | +32.0% | -1.9% | +26.3% |
| YTD | +100.4% | +49.9% | +50.5% | +91.1% |
| 1Y | +105.2% | +50.6% | +54.6% | +95.5% |
| All | +45.7% | +22.8% | +22.9% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling