+6.1%
APA vs WY
+5.0%
+1.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.4% |
| 7D | +8.5% | -0.8% | +9.3% | +9.1% |
| 30D | +2.8% | +10.1% | -7.3% | -5.6% |
| 3M | +21.7% | -15.4% | +37.1% | +34.9% |
| 6M | +32.6% | -8.3% | +40.9% | +35.5% |
| YTD | +103.7% | -9.8% | +113.5% | +105.7% |
| 1Y | +101.8% | -3.9% | +105.7% | +93.0% |
| 3Y | +48.1% | -23.3% | +71.4% | +63.1% |
| 5Y | +91.9% | -31.2% | +123.1% | +126.0% |
| All | +6.1% | +5.0% | +1.1% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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