+848.7%
APA vs WST
+12,330.1%
-11,481.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.0% |
| 7D | +0.5% | +0.7% | -0.2% | +0.3% |
| 30D | +23.4% | -3.1% | +26.5% | +24.4% |
| 3M | +12.7% | +7.2% | +5.5% | +10.3% |
| 6M | +39.4% | +36.8% | +2.6% | +26.7% |
| YTD | +79.0% | +23.8% | +55.1% | +66.7% |
| 1Y | +88.8% | +37.8% | +51.1% | +70.6% |
| 3Y | +6.4% | -15.9% | +22.3% | +2.4% |
| 5Y | +153.0% | -25.8% | +178.8% | +145.0% |
| 10Y | +7.5% | +319.6% | -312.1% | -41.8% |
| All | +848.7% | +12,330.1% | -11,481.4% | +108.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling