+609.8%
APA vs WWD
+14,812.3%
-14,202.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.1% | -2.1% |
| 7D | -8.7% | +4.2% | -12.9% | -10.3% |
| 30D | -2.4% | -0.8% | -1.6% | -2.7% |
| 3M | +19.0% | -8.2% | +27.2% | +21.6% |
| 6M | +26.8% | -9.8% | +36.6% | +28.1% |
| YTD | +87.3% | +10.4% | +76.9% | +70.0% |
| 1Y | +92.3% | +25.5% | +66.8% | +64.0% |
| 3Y | +37.3% | +155.8% | -118.5% | -14.2% |
| 5Y | +73.2% | +187.3% | -114.1% | +1.5% |
| 10Y | -0.9% | +462.7% | -463.6% | -50.8% |
| All | +609.8% | +14,812.3% | -14,202.5% | +144.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling