-3.7%
APA vs WTW
+198.0%
-201.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | +4.6% | -5.7% | +10.3% | +7.8% |
| 30D | +11.9% | -7.3% | +19.2% | +16.2% |
| 3M | +22.5% | +21.5% | +1.0% | +8.8% |
| 6M | +37.5% | +9.6% | +27.9% | +27.7% |
| YTD | +87.2% | -3.3% | +90.4% | +84.9% |
| 1Y | +101.4% | -6.1% | +107.6% | +102.2% |
| 3Y | +16.9% | +61.8% | -44.9% | -20.3% |
| 5Y | +178.4% | +42.7% | +135.8% | +103.4% |
| All | -3.7% | +198.0% | -201.7% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling