+269.3%
APLD vs WEC
+31.3%
+238.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.4% | +7.0% | +7.3% |
| 7D | +7.8% | -0.5% | +8.4% | +7.8% |
| 30D | -23.0% | +12.0% | -34.9% | -24.2% |
| 3M | -39.7% | +11.1% | -50.8% | -40.6% |
| 6M | -59.8% | +6.0% | -65.8% | -60.3% |
| YTD | -27.0% | +14.3% | -41.2% | -29.1% |
| 1Y | -37.3% | +8.0% | -45.3% | -38.3% |
| 3Y | +281.9% | +62.8% | +219.0% | +220.7% |
| All | +269.3% | +31.3% | +238.0% | +267.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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