+220.6%
APLD vs WEC
+29.5%
+191.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -2.1% | +11.8% | +9.9% |
| 7D | -12.7% | -0.2% | -12.5% | -12.8% |
| 30D | -34.7% | +12.3% | -47.0% | -35.9% |
| 3M | -46.1% | +8.3% | -54.4% | -46.8% |
| 6M | -64.9% | +3.5% | -68.3% | -65.1% |
| YTD | -36.6% | +12.7% | -49.3% | -38.4% |
| 1Y | -50.0% | +8.2% | -58.1% | -50.9% |
| 3Y | +190.1% | +55.9% | +134.2% | +146.6% |
| All | +220.6% | +29.5% | +191.1% | +219.0% |
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