+160.5%
APA vs WTW
+1,139.1%
-978.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.8% | +4.6% | +3.1% |
| 7D | -1.7% | -2.7% | +1.0% | -0.5% |
| 30D | +15.7% | -5.6% | +21.4% | +18.6% |
| 3M | +16.5% | +26.5% | -10.0% | +4.1% |
| 6M | +35.1% | +8.1% | +27.0% | +28.3% |
| YTD | +82.2% | -0.3% | +82.5% | +78.1% |
| 1Y | +102.5% | -0.9% | +103.3% | +97.8% |
| 3Y | +10.3% | +66.6% | -56.3% | -17.0% |
| 5Y | +166.1% | +54.0% | +112.1% | +106.5% |
| 10Y | -4.9% | +198.1% | -203.0% | -43.1% |
| All | +160.5% | +1,139.1% | -978.5% | +14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling