+61.9%
WM vs APA
+94.1%
-32.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.8% | -0.2% |
| 7D | +3.2% | +8.5% | -5.3% | +2.7% |
| 30D | +13.0% | +2.8% | +10.2% | +12.8% |
| 3M | +9.2% | +21.7% | -12.5% | +7.9% |
| 6M | +13.6% | +32.6% | -19.0% | +11.5% |
| YTD | +12.4% | +103.7% | -91.3% | +7.6% |
| 1Y | +21.2% | +101.8% | -80.6% | +16.1% |
| 3Y | +48.7% | +48.1% | +0.6% | +43.7% |
| All | +61.9% | +94.1% | -32.2% | +50.3% |
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