+305.3%
APLD vs WCC
+134.5%
+170.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.7% | -4.1% | -4.4% |
| 7D | +2.7% | +9.9% | -7.2% | -4.8% |
| 30D | -21.4% | -8.4% | -13.0% | -14.7% |
| 3M | -47.8% | -10.3% | -37.5% | -42.3% |
| 6M | -64.9% | -10.5% | -54.4% | -60.7% |
| YTD | -34.9% | +32.2% | -67.0% | -44.3% |
| 1Y | -30.7% | +25.5% | -56.3% | -38.5% |
| 3Y | +305.3% | +134.7% | +170.6% | +117.2% |
| All | +305.3% | +134.5% | +170.9% | +117.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling