+190.1%
APLD vs WCC
+110.7%
+79.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.2% | +7.6% | +8.0% |
| 7D | -12.7% | -14.7% | +2.0% | +0.1% |
| 30D | -34.7% | -20.1% | -14.6% | -21.0% |
| 3M | -46.1% | -21.2% | -25.0% | -34.0% |
| 6M | -64.9% | -19.2% | -45.7% | -57.3% |
| YTD | -36.6% | +20.2% | -56.8% | -41.6% |
| 1Y | -50.0% | +14.5% | -64.4% | -52.1% |
| 3Y | +190.1% | +115.1% | +75.0% | +46.9% |
| All | +190.1% | +110.7% | +79.4% | +46.9% |
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