+177.2%
APA vs WTW
+42.3%
+134.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +0.8% | -7.8% | +8.6% | +3.5% |
| 30D | +9.6% | -7.9% | +17.5% | +12.5% |
| 3M | +18.0% | +19.9% | -1.9% | +10.1% |
| 6M | +41.9% | +9.8% | +32.1% | +35.6% |
| YTD | +86.3% | -3.3% | +89.7% | +86.5% |
| 1Y | +97.9% | -3.3% | +101.2% | +97.5% |
| 3Y | +12.8% | +61.5% | -48.8% | -15.0% |
| 5Y | +177.2% | +42.6% | +134.6% | +121.6% |
| All | +177.2% | +42.3% | +134.9% | +121.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling