-2.6%
APA vs WWD
+479.8%
-482.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.4% | +3.3% |
| 7D | +0.3% | +0.6% | -0.3% | -0.2% |
| 30D | +9.3% | -5.1% | +14.4% | +12.3% |
| 3M | +23.3% | -11.2% | +34.6% | +28.8% |
| 6M | +39.5% | -12.0% | +51.5% | +40.6% |
| YTD | +87.6% | +12.0% | +75.6% | +56.9% |
| 1Y | +114.2% | +42.8% | +71.4% | +46.9% |
| 3Y | +13.6% | +168.9% | -155.4% | -55.0% |
| 5Y | +175.6% | +192.2% | -16.6% | -3.5% |
| 10Y | -2.6% | +495.3% | -497.9% | -76.8% |
| All | -2.6% | +479.8% | -482.4% | -76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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