+6.1%
APA vs WU
-38.9%
+45.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.3% | +1.0% |
| 7D | +8.5% | -2.0% | +10.6% | +9.6% |
| 30D | +2.8% | +11.4% | -8.6% | -3.7% |
| 3M | +21.7% | -6.8% | +28.5% | +24.5% |
| 6M | +32.6% | -14.6% | +47.2% | +38.0% |
| YTD | +103.7% | -20.6% | +124.3% | +117.8% |
| 1Y | +101.8% | -15.4% | +117.2% | +106.8% |
| 3Y | +48.1% | -23.6% | +71.7% | +54.9% |
| 5Y | +91.9% | -43.4% | +135.3% | +133.1% |
| All | +6.1% | -38.9% | +45.0% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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