+154.8%
APA vs WST
-25.7%
+180.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.1% |
| 7D | +0.5% | +0.7% | -0.2% | +0.4% |
| 30D | +23.4% | -3.1% | +26.5% | +24.0% |
| 3M | +12.7% | +7.2% | +5.5% | +11.3% |
| 6M | +39.4% | +36.8% | +2.6% | +31.8% |
| YTD | +79.0% | +23.8% | +55.1% | +71.7% |
| 1Y | +88.8% | +37.8% | +51.1% | +78.1% |
| 3Y | +6.4% | -15.9% | +22.3% | +4.0% |
| All | +154.8% | -25.7% | +180.5% | +120.9% |
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