+249.5%
APLD vs WCN
+41.0%
+208.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.2% | -5.5% |
| 7D | +19.6% | +1.2% | +18.4% | +19.3% |
| 30D | -24.5% | +26.4% | -50.9% | -29.9% |
| 3M | -45.6% | +17.5% | -63.1% | -48.3% |
| 6M | -61.4% | +28.7% | -90.2% | -65.9% |
| YTD | -30.9% | +11.5% | -42.4% | -34.0% |
| 1Y | -35.8% | +15.9% | -51.7% | -41.2% |
| 3Y | +261.4% | +51.6% | +209.8% | +143.2% |
| All | +249.5% | +41.0% | +208.5% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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