+483.7%
APLD vs WAB
+230.0%
+253.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.6% | +6.8% | +6.7% |
| 7D | +16.6% | +1.7% | +14.9% | +14.3% |
| 30D | -3.1% | -2.4% | -0.7% | -0.2% |
| 3M | -30.9% | +9.7% | -40.5% | -39.3% |
| 6M | +12.6% | +16.5% | -3.9% | -6.8% |
| YTD | +15.5% | +33.7% | -18.3% | -19.7% |
| 1Y | +103.5% | +49.7% | +53.8% | +22.5% |
| 3Y | +446.5% | +170.9% | +275.6% | +53.5% |
| All | +483.7% | +230.0% | +253.7% | +15.8% |
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