+136.0%
APO vs WSM
+182.5%
-46.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -1.0% | +2.6% | -3.6% | -1.8% |
| 30D | -0.4% | -9.3% | +8.9% | +2.8% |
| 3M | -0.9% | +7.1% | -8.0% | -3.5% |
| 6M | +22.1% | +21.7% | +0.4% | +13.5% |
| YTD | -8.4% | +28.7% | -37.1% | -16.5% |
| 1Y | -0.9% | +13.9% | -14.8% | -6.3% |
| 3Y | +56.1% | +232.2% | -176.0% | -4.7% |
| 5Y | +136.0% | +176.4% | -40.4% | +46.2% |
| All | +136.0% | +182.5% | -46.5% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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