+10.3%
APA vs WY
-23.0%
+33.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.3% | +2.3% |
| 7D | -1.7% | -2.1% | +0.4% | -1.1% |
| 30D | +15.7% | -10.5% | +26.2% | +19.8% |
| 3M | +16.5% | -4.9% | +21.3% | +17.5% |
| 6M | +35.1% | -4.9% | +40.0% | +35.0% |
| YTD | +82.2% | -1.7% | +83.9% | +77.8% |
| 1Y | +102.5% | -9.4% | +111.8% | +106.2% |
| 3Y | +10.3% | -22.3% | +32.6% | +18.1% |
| All | +10.3% | -23.0% | +33.3% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling