+837.0%
APO vs WST
+449.7%
+387.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +3.5% | +4.9% | -1.4% | +2.0% |
| 30D | +4.4% | +10.7% | -6.3% | +1.3% |
| 3M | -12.1% | +16.8% | -28.9% | -16.2% |
| 6M | -7.2% | +32.0% | -39.2% | -15.2% |
| YTD | -15.1% | +49.9% | -65.0% | -26.1% |
| 1Y | -7.7% | +50.6% | -58.3% | -19.8% |
| 3Y | +49.6% | +21.4% | +28.2% | +26.8% |
| 5Y | +78.3% | -0.6% | +78.8% | +60.0% |
| All | +837.0% | +449.7% | +387.3% | +297.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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