+11,005.7%
WDC vs APA
+871.0%
+10,134.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.5% |
| 7D | -16.7% | -5.5% | -11.2% | -15.4% |
| 30D | -27.2% | -1.2% | -26.0% | -27.1% |
| 3M | -34.0% | +10.6% | -44.6% | -36.2% |
| 6M | -39.7% | +28.4% | -68.1% | -44.7% |
| YTD | +68.1% | +89.7% | -21.7% | +35.9% |
| 1Y | +66.3% | +90.6% | -24.3% | +33.7% |
| 3Y | +754.4% | +36.9% | +717.5% | +622.2% |
| 5Y | +595.8% | +83.2% | +512.6% | +415.1% |
| 10Y | +660.4% | -0.1% | +660.5% | +414.6% |
| All | +11,005.7% | +871.0% | +10,134.7% | +5,542.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling