+259.9%
WMB vs APA
+0.9%
+259.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.7% |
| 7D | -6.7% | -8.7% | +2.1% | -4.2% |
| 30D | -8.6% | -2.4% | -6.2% | -8.0% |
| 3M | -4.9% | +19.0% | -23.9% | -9.9% |
| 6M | -6.3% | +26.8% | -33.1% | -13.3% |
| YTD | +13.0% | +87.3% | -74.4% | -7.8% |
| 1Y | +14.9% | +92.3% | -77.4% | -7.1% |
| 3Y | +113.4% | +37.3% | +76.1% | +80.6% |
| 5Y | +190.2% | +73.2% | +117.0% | +118.6% |
| 10Y | +259.9% | -0.9% | +260.7% | +138.8% |
| All | +259.9% | +0.9% | +259.0% | +138.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling