-3.7%
APA vs WY
+7.6%
-11.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.2% |
| 7D | +4.6% | -4.2% | +8.8% | +7.8% |
| 30D | +11.9% | -10.1% | +22.0% | +20.6% |
| 3M | +22.5% | -8.5% | +31.0% | +28.8% |
| 6M | +37.5% | -3.3% | +40.9% | +35.6% |
| YTD | +87.2% | -4.4% | +91.5% | +84.3% |
| 1Y | +101.4% | -11.5% | +112.9% | +110.0% |
| 3Y | +16.9% | -24.3% | +41.2% | +32.8% |
| 5Y | +178.4% | -21.3% | +199.8% | +199.5% |
| All | -3.7% | +7.6% | -11.3% | -16.1% |
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