-18.6%
WBD vs APA
-4.5%
-14.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +0.8% |
| 7D | +3.1% | +8.3% | -5.2% | +0.6% |
| 30D | +34.4% | +12.2% | +22.2% | +29.8% |
| 3M | +110.6% | +23.1% | +87.6% | +96.2% |
| 6M | +153.4% | +49.3% | +104.1% | +119.4% |
| YTD | +117.4% | +11.0% | +106.4% | +101.8% |
| 1Y | +150.3% | +17.8% | +132.6% | +129.2% |
| 3Y | +112.8% | -42.2% | +155.0% | +124.7% |
| All | -18.6% | -4.5% | -14.1% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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