+244.7%
APLD vs WAB
+246.0%
-1.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.1% | +2.4% | +1.0% |
| 7D | +3.1% | +4.0% | -0.9% | -0.9% |
| 30D | -29.4% | +4.5% | -33.9% | -32.4% |
| 3M | -42.8% | +2.3% | -45.1% | -43.9% |
| 6M | -59.5% | +12.5% | -71.9% | -65.2% |
| YTD | -31.8% | +40.2% | -72.0% | -54.8% |
| 1Y | -46.0% | +45.2% | -91.2% | -65.8% |
| 3Y | +252.0% | +171.8% | +80.2% | -0.2% |
| All | +244.7% | +246.0% | -1.2% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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