+8.1%
APA vs WST
-15.4%
+23.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.1% |
| 7D | +0.5% | +0.7% | -0.2% | +0.5% |
| 30D | +23.4% | -3.1% | +26.5% | +23.8% |
| 3M | +12.7% | +7.2% | +5.5% | +11.8% |
| 6M | +39.4% | +36.8% | +2.6% | +34.1% |
| YTD | +79.0% | +23.8% | +55.1% | +73.8% |
| 1Y | +88.8% | +37.8% | +51.1% | +81.6% |
| All | +8.1% | -15.4% | +23.5% | +1.2% |
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