+483.7%
APLD vs WCC
+210.1%
+273.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.5% | +4.9% | +5.5% |
| 7D | +16.6% | +8.5% | +8.1% | +9.9% |
| 30D | -3.1% | -1.0% | -2.1% | -2.5% |
| 3M | -30.9% | +2.1% | -33.0% | -31.3% |
| 6M | +12.6% | +36.8% | -24.2% | -7.8% |
| YTD | +15.5% | +47.7% | -32.3% | -9.8% |
| 1Y | +103.5% | +66.5% | +37.0% | +45.2% |
| 3Y | +446.5% | +134.2% | +312.4% | +202.1% |
| All | +483.7% | +210.1% | +273.6% | +106.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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