+443.7%
APLD vs WCC
+202.6%
+241.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.9% | -2.1% | -1.0% |
| 7D | +4.1% | +4.5% | -0.4% | +0.8% |
| 30D | -11.7% | -5.8% | -5.9% | -8.0% |
| 3M | -40.3% | -3.7% | -36.6% | -38.1% |
| 6M | -8.0% | +23.1% | -31.0% | -18.8% |
| YTD | +7.5% | +44.2% | -36.6% | -14.6% |
| 1Y | +84.0% | +62.1% | +21.9% | +33.8% |
| 3Y | +356.2% | +121.1% | +235.1% | +162.1% |
| All | +443.7% | +202.6% | +241.1% | +95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling