+1,326.9%
AAPL vs W
+224.5%
+1,102.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.8% |
| 7D | +1.8% | -7.4% | +9.1% | +2.9% |
| 30D | +4.3% | +7.8% | -3.5% | +2.9% |
| 3M | +16.6% | +10.9% | +5.8% | +14.2% |
| 6M | +21.6% | +86.4% | -64.8% | +7.9% |
| YTD | +31.2% | +14.0% | +17.2% | +24.5% |
| 1Y | +29.6% | +3.5% | +26.0% | +24.5% |
| 3Y | +93.1% | +164.8% | -71.6% | +47.3% |
| 5Y | +146.2% | -53.1% | +199.3% | +118.9% |
| 10Y | +1,326.9% | +220.4% | +1,106.4% | +772.3% |
| All | +1,326.9% | +224.5% | +1,102.3% | +772.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling