+69.8%
APA vs WST
-0.1%
+70.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.8% | +2.3% |
| 7D | -15.5% | -3.1% | -12.4% | -15.1% |
| 30D | +2.4% | +9.1% | -6.7% | +1.0% |
| 3M | +22.8% | +14.7% | +8.1% | +20.1% |
| 6M | +17.9% | +28.0% | -10.1% | +13.0% |
| YTD | +87.7% | +45.6% | +42.0% | +74.9% |
| 1Y | +94.2% | +45.7% | +48.5% | +81.0% |
| 3Y | +27.2% | +21.1% | +6.1% | +14.6% |
| All | +69.8% | -0.1% | +70.0% | +50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling