-1.8%
APA vs WU
-19.6%
+17.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.7% |
| 7D | +0.5% | -0.8% | +1.4% | +0.9% |
| 30D | +23.4% | -1.1% | +24.5% | +23.6% |
| 3M | +12.7% | -3.9% | +16.6% | +11.2% |
| 6M | +39.4% | -20.7% | +60.1% | +51.5% |
| YTD | +79.0% | -18.4% | +97.3% | +90.1% |
| 1Y | +88.8% | -8.1% | +96.9% | +85.4% |
| 3Y | +6.4% | -24.2% | +30.5% | +13.0% |
| 5Y | +153.0% | -50.4% | +203.4% | +231.1% |
| 10Y | +7.5% | -40.0% | +47.6% | +33.0% |
| All | -1.8% | -19.6% | +17.8% | -9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling