+1,804.4%
APO vs WSM
+1,544.0%
+260.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -1.3% |
| 7D | -1.0% | -3.3% | +2.2% | 0.0% |
| 30D | +3.5% | -8.4% | +11.9% | +6.3% |
| 3M | +4.5% | +9.7% | -5.1% | +1.1% |
| 6M | +22.8% | +16.7% | +6.1% | +16.0% |
| YTD | -6.5% | +28.7% | -35.2% | -14.4% |
| 1Y | +0.8% | +13.7% | -12.8% | -4.3% |
| 3Y | +62.0% | +230.1% | -168.1% | +3.2% |
| 5Y | +138.2% | +179.0% | -40.7% | +54.2% |
| 10Y | +940.3% | +1,002.5% | -62.3% | +287.5% |
| All | +1,804.4% | +1,544.0% | +260.4% | +519.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling