+26,336.4%
WM vs APA
+815.8%
+25,520.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.9% |
| 7D | -0.3% | +0.5% | -0.8% | -0.4% |
| 30D | -2.4% | +23.4% | -25.8% | -4.8% |
| 3M | +0.4% | +12.7% | -12.3% | -1.2% |
| 6M | -9.5% | +39.4% | -48.9% | -13.3% |
| YTD | +0.5% | +79.0% | -78.4% | -6.6% |
| 1Y | -1.1% | +88.8% | -89.9% | -9.0% |
| 3Y | +46.0% | +6.4% | +39.7% | +40.4% |
| 5Y | +51.8% | +153.0% | -101.2% | +27.0% |
| 10Y | +307.5% | +7.5% | +300.0% | +229.4% |
| All | +26,336.4% | +815.8% | +25,520.6% | +16,136.5% |
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