+1,355.0%
AAPL vs W
+176.2%
+1,178.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.5% | -5.0% | -2.9% |
| 7D | +0.1% | -4.2% | +4.3% | +0.6% |
| 30D | +3.0% | -7.6% | +10.5% | +4.0% |
| 3M | +2.9% | +37.2% | -34.3% | -3.0% |
| 6M | +22.1% | +26.3% | -4.2% | +15.7% |
| YTD | +18.0% | -1.0% | +19.0% | +15.1% |
| 1Y | +33.9% | +20.1% | +13.9% | +25.6% |
| 3Y | +71.2% | +37.8% | +33.4% | +47.1% |
| 5Y | +112.6% | -63.7% | +176.3% | +96.8% |
| 10Y | +1,198.8% | +156.3% | +1,042.4% | +761.2% |
| All | +1,355.0% | +176.2% | +1,178.8% | +867.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling