+29,154.7%
WM vs APA
+835.7%
+28,319.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.4% | +1.4% |
| 7D | +4.5% | -15.6% | +20.1% | +6.4% |
| 30D | +16.1% | -0.9% | +17.0% | +16.0% |
| 3M | +8.0% | +26.1% | -18.0% | +4.9% |
| 6M | +8.4% | +6.1% | +2.3% | +7.1% |
| YTD | +11.2% | +82.8% | -71.6% | +2.8% |
| 1Y | +22.3% | +106.5% | -84.2% | +11.4% |
| 3Y | +50.2% | +21.9% | +28.4% | +42.0% |
| 5Y | +63.3% | +69.7% | -6.4% | +43.7% |
| 10Y | +355.0% | 0.0% | +355.0% | +272.3% |
| All | +29,154.7% | +835.7% | +28,319.0% | +17,785.3% |
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 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