+166.1%
APA vs WWD
+192.1%
-26.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +2.4% |
| 7D | -1.7% | +0.8% | -2.5% | -1.9% |
| 30D | +15.7% | -6.4% | +22.2% | +17.5% |
| 3M | +16.5% | -5.6% | +22.1% | +16.2% |
| 6M | +35.1% | -9.1% | +44.2% | +34.0% |
| YTD | +82.2% | +12.5% | +69.7% | +63.8% |
| 1Y | +102.5% | +41.3% | +61.1% | +62.2% |
| 3Y | +10.3% | +170.2% | -159.9% | -37.2% |
| 5Y | +166.1% | +192.5% | -26.4% | +41.5% |
| All | +166.1% | +192.1% | -26.0% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling