+850.9%
APO vs WST
+448.5%
+402.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -1.0% |
| 7D | +0.8% | -3.1% | +3.9% | +1.8% |
| 30D | +1.0% | +9.1% | -8.1% | -1.5% |
| 3M | -8.4% | +14.7% | -23.1% | -12.2% |
| 6M | -9.1% | +28.0% | -37.1% | -16.2% |
| YTD | -18.3% | +45.6% | -64.0% | -28.3% |
| 1Y | -8.0% | +45.7% | -53.6% | -19.3% |
| 3Y | +47.1% | +21.1% | +26.0% | +24.2% |
| 5Y | +67.2% | +0.3% | +66.8% | +48.7% |
| All | +850.9% | +448.5% | +402.3% | +311.4% |
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