+220.6%
APLD vs WAB
+229.0%
-8.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.8% | +7.9% | +7.4% |
| 7D | -12.7% | +1.4% | -14.1% | -13.8% |
| 30D | -34.7% | +0.4% | -35.1% | -34.4% |
| 3M | -46.1% | -3.8% | -42.3% | -42.9% |
| 6M | -64.9% | +5.1% | -69.9% | -67.0% |
| YTD | -36.6% | +33.3% | -69.9% | -55.3% |
| 1Y | -50.0% | +39.8% | -89.8% | -66.7% |
| 3Y | +190.1% | +161.1% | +29.1% | -13.6% |
| All | +220.6% | +229.0% | -8.4% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling