+46.2%
WM vs APA
+24.2%
+22.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -2.2% |
| 7D | +1.2% | -15.5% | +16.7% | +1.9% |
| 30D | +13.1% | +2.4% | +10.7% | +12.9% |
| 3M | +3.6% | +22.8% | -19.2% | +2.6% |
| 6M | +8.1% | +17.9% | -9.9% | +7.1% |
| YTD | +8.9% | +87.7% | -78.8% | +6.5% |
| 1Y | +20.3% | +94.2% | -73.9% | +17.6% |
| 3Y | +46.2% | +27.2% | +19.0% | +42.2% |
| All | +46.2% | +24.2% | +22.0% | +42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling