+63.3%
WM vs APA
+68.3%
-5.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.4% | +1.3% |
| 7D | +4.5% | -15.6% | +20.1% | +5.4% |
| 30D | +16.1% | -0.9% | +17.0% | +16.0% |
| 3M | +8.0% | +26.1% | -18.0% | +6.4% |
| 6M | +8.4% | +6.1% | +2.3% | +7.7% |
| YTD | +11.2% | +82.8% | -71.6% | +7.2% |
| 1Y | +22.3% | +106.5% | -84.2% | +17.1% |
| 3Y | +50.2% | +21.9% | +28.4% | +47.0% |
| 5Y | +63.3% | +69.7% | -6.4% | +53.4% |
| All | +63.3% | +68.3% | -5.0% | +53.4% |
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