+1,254.4%
AAPL vs W
+155.6%
+1,098.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.7% | +6.2% | +4.0% |
| 7D | -0.5% | +0.5% | -1.0% | -0.6% |
| 30D | +7.1% | -5.6% | +12.7% | +7.9% |
| 3M | +12.1% | +41.9% | -29.8% | +4.6% |
| 6M | +25.4% | +30.2% | -4.8% | +17.6% |
| YTD | +20.5% | -2.9% | +23.4% | +17.6% |
| 1Y | +44.5% | +11.6% | +33.0% | +36.4% |
| 3Y | +85.8% | +37.0% | +48.8% | +57.2% |
| 5Y | +124.8% | -62.8% | +187.6% | +107.6% |
| All | +1,254.4% | +155.6% | +1,098.7% | +758.8% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded W 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling